+382.3%
VLO vs ELAN
-28.2%
+410.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +5.3% | -5.4% | +10.7% | +6.8% |
| 30D | +18.2% | +4.7% | +13.5% | +16.6% |
| 3M | +53.3% | -3.7% | +57.0% | +54.0% |
| 6M | +70.4% | -1.2% | +71.6% | +66.2% |
| YTD | +143.4% | +2.4% | +141.0% | +133.6% |
| 1Y | +153.0% | +23.4% | +129.6% | +128.0% |
| 3Y | +195.0% | +96.7% | +98.3% | +109.4% |
| 5Y | +618.8% | -30.6% | +649.4% | +688.2% |
| All | +382.3% | -28.2% | +410.5% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling