+36.0%
VZ vs ELAN
-17.0%
+53.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +1.5% | +4.0% | -2.6% | +1.2% |
| 30D | +4.4% | +18.8% | -14.4% | +3.0% |
| 3M | -2.4% | +19.0% | -21.3% | -3.7% |
| 6M | +1.4% | +22.8% | -21.4% | -0.5% |
| YTD | +21.4% | +18.3% | +3.1% | +18.9% |
| 1Y | +20.3% | +21.8% | -1.5% | +17.4% |
| 3Y | +57.4% | +153.8% | -96.5% | +39.9% |
| 5Y | +21.9% | -18.9% | +40.9% | +22.3% |
| All | +36.0% | -17.0% | +53.0% | +26.4% |
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