+145.6%
VT vs ELAN
-28.2%
+173.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -1.1% | -5.4% | +4.3% | 0.0% |
| 30D | -1.0% | +4.7% | -5.7% | -2.0% |
| 3M | +3.2% | -3.7% | +6.8% | +3.5% |
| 6M | +12.5% | -1.2% | +13.7% | +11.4% |
| YTD | +14.1% | +2.4% | +11.7% | +11.9% |
| 1Y | +18.9% | +23.4% | -4.5% | +11.8% |
| 3Y | +74.1% | +96.7% | -22.6% | +38.7% |
| 5Y | +66.9% | -30.6% | +97.4% | +72.7% |
| All | +145.6% | -28.2% | +173.8% | +126.8% |
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