-60.5%
ELBM vs VT
+12.5%
-73.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.2% |
| 7D | +1.9% | -0.1% | +2.0% | +2.1% |
| 30D | -11.6% | -3.1% | -8.5% | -4.9% |
| 3M | -29.9% | -3.5% | -26.4% | -23.7% |
| 6M | -32.6% | +0.5% | -33.1% | -32.8% |
| YTD | -45.8% | +10.8% | -56.5% | -58.9% |
| 1Y | -60.5% | +11.9% | -72.4% | -70.9% |
| All | -60.5% | +12.5% | -73.0% | -70.9% |
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