+566.9%
VST vs ELAN
-17.0%
+583.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +6.6% | +4.0% | +2.5% | +5.5% |
| 30D | -12.4% | +18.8% | -31.1% | -16.3% |
| 3M | -9.0% | +19.0% | -28.0% | -13.2% |
| 6M | -6.4% | +22.8% | -29.3% | -12.1% |
| YTD | -17.2% | +18.3% | -35.5% | -22.0% |
| 1Y | -22.0% | +21.8% | -43.8% | -27.2% |
| 3Y | +296.7% | +153.8% | +142.8% | +187.3% |
| 5Y | +637.6% | -18.9% | +656.5% | +629.0% |
| All | +566.9% | -17.0% | +583.8% | +468.0% |
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