+141.3%
VT vs ELAN
-17.9%
+159.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | -0.7% | +4.6% | -5.3% | -1.7% |
| 30D | -1.7% | +17.4% | -19.1% | -5.1% |
| 3M | -2.3% | +16.5% | -18.8% | -5.6% |
| 6M | +1.5% | +21.9% | -20.4% | -3.4% |
| YTD | +12.0% | +17.0% | -5.0% | +6.7% |
| 1Y | +12.9% | +15.8% | -3.0% | +7.6% |
| 3Y | +74.9% | +147.9% | -73.0% | +32.7% |
| 5Y | +59.9% | -19.1% | +79.0% | +60.0% |
| All | +141.3% | -17.9% | +159.2% | +116.3% |
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