+117.5%
VTR vs ELAN
-28.2%
+145.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -0.3% | -5.4% | +5.1% | +1.2% |
| 30D | +1.1% | +4.7% | -3.6% | -0.3% |
| 3M | +7.9% | -3.7% | +11.6% | +8.3% |
| 6M | +6.2% | -1.2% | +7.4% | +4.2% |
| YTD | +17.7% | +2.4% | +15.3% | +13.9% |
| 1Y | +32.9% | +23.4% | +9.5% | +20.9% |
| 3Y | +129.7% | +96.7% | +33.0% | +60.9% |
| 5Y | +89.3% | -30.6% | +119.9% | +109.9% |
| All | +117.5% | -28.2% | +145.7% | +78.0% |
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