+339.7%
ELA vs VT
+374.2%
-34.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | -33.7% | +1.0% | -34.6% | -34.1% |
| 3M | -43.3% | +2.4% | -45.7% | -44.1% |
| 6M | -4.6% | +12.0% | -16.6% | -11.6% |
| YTD | +5.2% | +15.3% | -10.2% | -4.4% |
| 1Y | +85.1% | +22.6% | +62.5% | +61.8% |
| 3Y | +178.6% | +74.7% | +103.9% | +92.2% |
| 5Y | +219.0% | +66.1% | +152.9% | +126.1% |
| 10Y | +1,536.0% | +225.0% | +1,311.0% | +645.5% |
| All | +339.7% | +374.2% | -34.5% | -5.0% |
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