+656.3%
VST vs ELAN
-27.0%
+683.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | +5.3% | -4.6% | +9.9% | +6.6% |
| 30D | +5.8% | +5.7% | +0.1% | +4.2% |
| 3M | +3.5% | -3.9% | +7.4% | +4.0% |
| 6M | -7.4% | -1.6% | -5.8% | -8.3% |
| YTD | -6.1% | +4.1% | -10.1% | -8.4% |
| 1Y | -21.6% | +25.5% | -47.1% | -27.5% |
| 3Y | +357.2% | +103.2% | +254.0% | +249.4% |
| 5Y | +777.0% | -29.8% | +806.8% | +801.4% |
| All | +656.3% | -27.0% | +683.3% | +567.0% |
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