+181.5%
VTI vs ELAN
-28.2%
+209.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.9% | -5.4% | +4.5% | +0.3% |
| 30D | -1.4% | +4.7% | -6.1% | -2.6% |
| 3M | +3.6% | -3.7% | +7.3% | +3.9% |
| 6M | +13.6% | -1.2% | +14.8% | +12.3% |
| YTD | +12.9% | +2.4% | +10.5% | +10.5% |
| 1Y | +17.2% | +23.4% | -6.2% | +9.5% |
| 3Y | +75.7% | +96.7% | -21.0% | +37.1% |
| 5Y | +75.4% | -30.6% | +106.0% | +81.7% |
| All | +181.5% | -28.2% | +209.6% | +160.2% |
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 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