+178.6%
ELA vs VT
+75.0%
+103.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | -33.7% | +1.0% | -34.6% | -34.3% |
| 3M | -43.3% | +2.4% | -45.7% | -44.6% |
| 6M | -4.6% | +12.0% | -16.6% | -14.1% |
| YTD | +5.2% | +15.3% | -10.2% | -7.9% |
| 1Y | +85.1% | +22.6% | +62.5% | +53.3% |
| All | +178.6% | +75.0% | +103.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling