+2,556.0%
VRT vs ELAN
-28.2%
+2,584.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | -8.4% | -5.4% | -2.9% | -6.5% |
| 30D | -10.9% | +4.7% | -15.6% | -12.5% |
| 3M | -13.7% | -3.7% | -10.0% | -13.5% |
| 6M | -4.1% | -1.2% | -2.9% | -5.8% |
| YTD | +58.7% | +2.4% | +56.4% | +53.9% |
| 1Y | +89.6% | +23.4% | +66.3% | +71.5% |
| 3Y | +558.1% | +96.7% | +461.5% | +353.4% |
| 5Y | +953.0% | -30.6% | +983.5% | +984.3% |
| All | +2,556.0% | -28.2% | +2,584.1% | +2,040.5% |
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