-100.0%
ELAB vs VT
+63.5%
-163.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.1% | -10.0% | -5.8% |
| 7D | -37.5% | -4.2% | -33.3% | -31.4% |
| 30D | -49.5% | -5.8% | -43.7% | -42.6% |
| 3M | -83.2% | -5.2% | -77.9% | -81.3% |
| 6M | -92.5% | +0.1% | -92.6% | -92.6% |
| YTD | -99.5% | +8.2% | -107.8% | -99.6% |
| 1Y | -99.9% | +10.1% | -110.0% | -99.9% |
| All | -100.0% | +63.5% | -163.5% | -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 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