-56.6%
ELBM vs VT
+13.3%
-69.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | -7.6% | -1.6% | -6.0% | -3.8% |
| 30D | -14.6% | -2.5% | -12.1% | -9.2% |
| 3M | -13.1% | -1.3% | -11.8% | -10.2% |
| 6M | -27.4% | +3.1% | -30.5% | -32.7% |
| YTD | -46.8% | +10.9% | -57.7% | -60.7% |
| All | -56.6% | +13.3% | -69.9% | -70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling