-100.0%
ELAB vs VT
+67.4%
-167.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.4% | +7.9% |
| 7D | -12.9% | -0.1% | -12.7% | -12.4% |
| 30D | -45.1% | -3.1% | -42.1% | -41.4% |
| 3M | -81.6% | -3.5% | -78.1% | -80.4% |
| 6M | -91.5% | +0.5% | -91.9% | -91.6% |
| YTD | -99.5% | +10.8% | -110.3% | -99.6% |
| 1Y | -99.9% | +11.9% | -111.8% | -99.9% |
| All | -100.0% | +67.4% | -167.4% | -100.0% |
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 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