+57.8%
VT vs ELAN
-19.7%
+77.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.9% |
| 7D | +0.4% | +11.4% | -11.0% | -1.5% |
| 30D | -2.6% | +17.1% | -19.7% | -5.3% |
| 3M | -3.2% | +21.3% | -24.6% | -6.6% |
| 6M | +0.9% | +13.5% | -12.5% | -2.0% |
| YTD | +11.3% | +18.6% | -7.3% | +6.8% |
| 1Y | +14.0% | +24.9% | -10.9% | +8.2% |
| 3Y | +75.8% | +161.6% | -85.8% | +37.5% |
| 5Y | +57.8% | -18.9% | +76.7% | +71.1% |
| All | +57.8% | -19.7% | +77.5% | +71.1% |
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