+66.6%
VT vs ELAN
-29.1%
+95.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | -0.2% | +8.4% | -8.6% | -1.7% |
| 3M | +4.5% | +1.2% | +3.3% | +3.9% |
| 6M | +14.1% | +2.6% | +11.4% | +12.4% |
| YTD | +14.8% | +5.9% | +8.8% | +12.4% |
| 1Y | +21.2% | +25.8% | -4.6% | +14.9% |
| 3Y | +76.6% | +106.8% | -30.2% | +44.6% |
| 5Y | +66.6% | -29.3% | +95.9% | +80.2% |
| All | +66.6% | -29.1% | +95.7% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling