+1,594.0%
ELA vs VT
+221.4%
+1,372.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.7% | +1.0% | +0.7% | +1.0% |
| 30D | -18.2% | -0.2% | -17.9% | -18.0% |
| 3M | -40.2% | +4.5% | -44.7% | -42.1% |
| 6M | +11.6% | +14.1% | -2.5% | +1.4% |
| YTD | +5.1% | +14.8% | -9.7% | -4.7% |
| 1Y | +84.3% | +21.2% | +63.1% | +61.1% |
| 3Y | +178.4% | +76.6% | +101.8% | +87.2% |
| 5Y | +249.8% | +66.6% | +183.2% | +141.5% |
| 10Y | +1,594.0% | +222.3% | +1,371.7% | +881.2% |
| All | +1,594.0% | +221.4% | +1,372.5% | +881.2% |
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