+380.5%
VLO vs ELAN
-27.0%
+407.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +2.0% |
| 7D | +6.2% | -4.6% | +10.8% | +7.5% |
| 30D | +23.5% | +5.7% | +17.8% | +21.5% |
| 3M | +53.9% | -3.9% | +57.7% | +54.4% |
| 6M | +81.7% | -1.6% | +83.3% | +77.5% |
| YTD | +142.5% | +4.1% | +138.4% | +131.8% |
| 1Y | +145.4% | +25.5% | +119.9% | +120.2% |
| 3Y | +197.3% | +103.2% | +94.1% | +108.9% |
| 5Y | +614.6% | -29.8% | +644.4% | +682.5% |
| All | +380.5% | -27.0% | +407.5% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling