+2,904.9%
VRT vs ELAN
-25.7%
+2,930.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.8% | +4.4% |
| 7D | +13.6% | +0.3% | +13.4% | +13.4% |
| 30D | +6.8% | +8.4% | -1.6% | +3.5% |
| 3M | -3.2% | +1.2% | -4.4% | -4.9% |
| 6M | +20.3% | +2.6% | +17.7% | +16.6% |
| YTD | +79.6% | +5.9% | +73.7% | +71.9% |
| 1Y | +139.0% | +25.8% | +113.2% | +114.3% |
| 3Y | +644.6% | +106.8% | +537.8% | +402.9% |
| 5Y | +1,024.4% | -29.3% | +1,053.6% | +1,049.3% |
| All | +2,904.9% | -25.7% | +2,930.6% | +2,290.7% |
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