+1,096.7%
ELA vs VT
+215.5%
+881.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.8% | -2.3% | -1.5% | -1.9% |
| 30D | -11.1% | -5.0% | -6.1% | -7.4% |
| 3M | -40.3% | -4.9% | -35.4% | -37.8% |
| 6M | -43.9% | -1.5% | -42.3% | -43.0% |
| YTD | -19.5% | +8.5% | -28.0% | -23.7% |
| 1Y | +4.6% | +11.4% | -6.8% | -2.6% |
| 3Y | +176.9% | +70.1% | +106.8% | +91.6% |
| 5Y | +139.3% | +53.7% | +85.6% | +75.0% |
| All | +1,096.7% | +215.5% | +881.1% | +592.7% |
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