+1,060.4%
ELA vs VT
+223.7%
+836.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -3.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | -11.6% | -2.6% | -9.0% | -9.7% |
| 3M | -38.5% | -3.2% | -35.3% | -36.9% |
| 6M | -57.1% | +0.9% | -58.1% | -57.2% |
| YTD | -21.1% | +11.3% | -32.4% | -26.7% |
| 1Y | +3.8% | +14.0% | -10.2% | -5.0% |
| 3Y | +216.2% | +75.8% | +140.3% | +113.1% |
| 5Y | +140.0% | +57.8% | +82.2% | +71.8% |
| 10Y | +1,060.4% | +219.8% | +840.6% | +583.2% |
| All | +1,060.4% | +223.7% | +836.8% | +583.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling