+102.2%
VXUS vs ELAN
-28.2%
+130.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -1.4% | -5.4% | +4.0% | -0.4% |
| 30D | -0.5% | +4.7% | -5.2% | -1.4% |
| 3M | +2.6% | -3.7% | +6.2% | +2.9% |
| 6M | +10.9% | -1.2% | +12.1% | +10.1% |
| YTD | +16.1% | +2.4% | +13.8% | +14.4% |
| 1Y | +22.3% | +23.4% | -1.1% | +16.0% |
| 3Y | +72.0% | +96.7% | -24.7% | +41.3% |
| 5Y | +54.1% | -30.6% | +84.7% | +59.2% |
| All | +102.2% | -28.2% | +130.4% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling