-97.8%
ELBM vs VT
+82.3%
-180.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +4.7% |
| 7D | +7.0% | +0.4% | +6.6% | +6.6% |
| 30D | -9.6% | -2.6% | -7.0% | -5.4% |
| 3M | -26.0% | -3.2% | -22.8% | -21.7% |
| 6M | -31.1% | +0.9% | -32.0% | -31.1% |
| YTD | -44.5% | +11.3% | -55.8% | -51.7% |
| 1Y | -57.3% | +14.0% | -71.3% | -64.0% |
| 3Y | -78.4% | +75.8% | -154.2% | -88.7% |
| 5Y | -98.0% | +57.8% | -155.9% | -98.8% |
| All | -97.8% | +82.3% | -180.1% | -98.9% |
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 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