+246.0%
VUG vs ELAN
-27.0%
+273.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +0.1% | -4.6% | +4.7% | +1.2% |
| 30D | -1.7% | +5.7% | -7.4% | -3.1% |
| 3M | +2.8% | -3.9% | +6.7% | +3.2% |
| 6M | +13.6% | -1.6% | +15.2% | +12.4% |
| YTD | +8.1% | +4.1% | +4.0% | +5.2% |
| 1Y | +13.1% | +25.5% | -12.5% | +4.8% |
| 3Y | +87.0% | +103.2% | -16.2% | +42.9% |
| 5Y | +76.0% | -29.8% | +105.8% | +80.2% |
| All | +246.0% | -27.0% | +273.0% | +222.7% |
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