+138.5%
VT vs ELAN
-17.0%
+155.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | +8.9% | -9.1% | -2.0% |
| 30D | -3.1% | +16.8% | -19.8% | -6.3% |
| 3M | -3.5% | +20.1% | -23.6% | -7.4% |
| 6M | +0.5% | +13.2% | -12.7% | -3.0% |
| YTD | +10.8% | +18.3% | -7.5% | +5.3% |
| 1Y | +11.9% | +20.2% | -8.3% | +5.8% |
| 3Y | +73.0% | +150.6% | -77.6% | +30.9% |
| 5Y | +58.6% | -18.9% | +77.5% | +58.7% |
| All | +138.5% | -17.0% | +155.6% | +113.4% |
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