-31.6%
ELBM vs VT
+23.3%
-54.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.6% |
| 7D | -2.1% | +0.4% | -2.6% | -4.7% |
| 30D | -0.2% | +1.0% | -1.1% | -5.9% |
| 3M | -15.1% | +2.4% | -17.5% | -27.2% |
| 6M | -20.4% | +12.0% | -32.4% | -62.8% |
| YTD | -25.8% | +15.3% | -41.1% | -81.6% |
| 1Y | -31.6% | +22.6% | -54.2% | -97.8% |
| All | -31.6% | +23.3% | -54.9% | -97.8% |
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