+574.4%
VST vs ELAN
-17.8%
+592.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +19.2% | +11.9% | +7.2% | +15.9% |
| 30D | -17.2% | +18.3% | -35.4% | -20.8% |
| 3M | -8.1% | +19.7% | -27.9% | -12.5% |
| 6M | -8.1% | +23.7% | -31.8% | -13.8% |
| YTD | -16.3% | +17.1% | -33.4% | -20.9% |
| 1Y | -24.1% | +20.2% | -44.3% | -28.9% |
| 3Y | +300.2% | +148.1% | +152.1% | +191.6% |
| 5Y | +645.9% | -19.8% | +665.7% | +639.3% |
| All | +574.4% | -17.8% | +592.2% | +476.1% |
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