+195.0%
VLO vs ELAN
+99.1%
+95.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +5.3% | -5.4% | +10.7% | +5.8% |
| 30D | +18.2% | +4.7% | +13.5% | +17.7% |
| 3M | +53.3% | -3.7% | +57.0% | +53.6% |
| 6M | +70.4% | -1.2% | +71.6% | +69.0% |
| YTD | +143.4% | +2.4% | +141.0% | +139.3% |
| 1Y | +153.0% | +23.4% | +129.6% | +140.7% |
| 3Y | +195.0% | +96.7% | +98.3% | +151.9% |
| All | +195.0% | +99.1% | +95.9% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling