-20.9%
VST vs ELAN
+41.2%
-62.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | +1.6% | +7.3% | +8.5% |
| 30D | +6.2% | -6.6% | +12.8% | +7.5% |
| 3M | -2.7% | -0.8% | -1.9% | -3.3% |
| 6M | -8.4% | +0.2% | -8.6% | -10.0% |
| YTD | -7.2% | +8.3% | -15.5% | -9.8% |
| 1Y | -20.9% | +40.2% | -61.1% | -21.4% |
| All | -20.9% | +41.2% | -62.1% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling