+470.3%
EL vs VT
+374.2%
+96.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | +0.4% | +0.3% | +0.4% |
| 30D | +19.8% | +1.0% | +18.9% | +18.9% |
| 3M | +25.7% | +2.4% | +23.3% | +22.9% |
| 6M | +5.4% | +12.0% | -6.6% | -5.1% |
| YTD | +0.2% | +15.3% | -15.1% | -11.9% |
| 1Y | +20.4% | +22.6% | -2.1% | +0.2% |
| 3Y | -32.1% | +74.7% | -106.8% | -58.3% |
| 5Y | -67.2% | +66.1% | -133.3% | -78.4% |
| 10Y | +31.7% | +225.0% | -193.3% | -49.4% |
| All | +470.3% | +374.2% | +96.1% | +50.9% |
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