+78.5%
VUG vs ELAN
-30.9%
+109.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.6% |
| 7D | -0.5% | -5.4% | +4.9% | +0.7% |
| 30D | -1.0% | +4.7% | -5.7% | -2.0% |
| 3M | +3.5% | -3.7% | +7.2% | +3.8% |
| 6M | +14.2% | -1.2% | +15.4% | +13.0% |
| YTD | +8.5% | +2.4% | +6.1% | +6.3% |
| 1Y | +12.9% | +23.4% | -10.5% | +5.8% |
| 3Y | +85.6% | +96.7% | -11.1% | +44.9% |
| All | +78.5% | -30.9% | +109.4% | +103.6% |
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