+236.6%
ELA vs VT
+346.0%
-109.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.8% | -2.3% | -1.5% | -2.1% |
| 30D | -11.1% | -5.0% | -6.1% | -7.7% |
| 3M | -40.3% | -4.9% | -35.4% | -38.0% |
| 6M | -43.9% | -1.5% | -42.3% | -43.1% |
| YTD | -19.5% | +8.5% | -28.0% | -23.4% |
| 1Y | +4.6% | +11.4% | -6.8% | -2.1% |
| 3Y | +176.9% | +70.1% | +106.8% | +95.4% |
| 5Y | +139.3% | +53.7% | +85.6% | +79.3% |
| 10Y | +1,110.1% | +220.0% | +890.2% | +460.4% |
| All | +236.6% | +346.0% | -109.5% | -24.0% |
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