+515.2%
EL vs VT
+363.9%
+151.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +4.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | +20.1% | -1.4% | +21.5% | +21.7% |
| 3M | +29.3% | -1.4% | +30.7% | +31.1% |
| 6M | +38.8% | +5.5% | +33.3% | +31.9% |
| YTD | +8.1% | +12.8% | -4.7% | -3.0% |
| 1Y | +22.3% | +15.4% | +6.9% | +7.5% |
| 3Y | +6.7% | +76.9% | -70.2% | -35.1% |
| 5Y | -64.4% | +60.4% | -124.8% | -75.9% |
| 10Y | +61.2% | +232.8% | -171.6% | -39.0% |
| All | +515.2% | +363.9% | +151.3% | +66.2% |
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