+27.2%
ELD vs VT
+224.5%
-197.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.3% | +1.0% | +0.3% | +1.0% |
| 3M | +2.5% | +2.4% | +0.1% | +1.8% |
| 6M | +2.5% | +12.0% | -9.5% | -0.9% |
| YTD | +3.4% | +15.3% | -12.0% | -0.9% |
| 1Y | +8.7% | +22.6% | -13.9% | +2.4% |
| 3Y | +25.0% | +74.7% | -49.7% | +5.9% |
| 5Y | +16.3% | +66.1% | -49.8% | -0.8% |
| All | +27.2% | +224.5% | -197.2% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling