+84.4%
EELV vs VT
+391.6%
-307.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.5% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | +0.4% | -1.7% | +2.2% | +1.5% |
| 3M | +0.7% | -2.3% | +3.0% | +2.1% |
| 6M | +0.1% | +1.5% | -1.4% | -1.3% |
| YTD | +7.4% | +12.0% | -4.7% | -1.2% |
| 1Y | +7.9% | +12.9% | -4.9% | -1.2% |
| 3Y | +42.3% | +74.9% | -32.6% | -5.0% |
| 5Y | +39.2% | +59.9% | -20.7% | -2.0% |
| 10Y | +98.9% | +224.6% | -125.7% | -23.1% |
| All | +84.4% | +391.6% | -307.3% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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