+359.1%
VST vs ELAN
+105.8%
+253.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +9.9% | +0.3% | +9.6% | +9.8% |
| 30D | +7.9% | +8.4% | -0.4% | +6.0% |
| 3M | +3.4% | +1.2% | +2.2% | +2.6% |
| 6M | -4.1% | +2.6% | -6.7% | -5.8% |
| YTD | -5.7% | +5.9% | -11.6% | -8.0% |
| 1Y | -18.9% | +25.8% | -44.7% | -23.9% |
| 3Y | +359.1% | +106.8% | +252.2% | +264.6% |
| All | +359.1% | +105.8% | +253.3% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling