+647.3%
VST vs ELAN
-24.0%
+671.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +1.6% | +7.3% | +8.5% |
| 30D | +6.2% | -6.6% | +12.8% | +7.8% |
| 3M | -2.7% | -0.8% | -1.9% | -3.1% |
| 6M | -8.4% | +0.2% | -8.6% | -9.7% |
| YTD | -7.2% | +8.3% | -15.5% | -10.4% |
| 1Y | -20.9% | +40.2% | -61.1% | -29.0% |
| 3Y | +384.0% | +97.7% | +286.3% | +273.1% |
| 5Y | +757.1% | -28.3% | +785.3% | +777.4% |
| All | +647.3% | -24.0% | +671.4% | +552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling