-98.2%
ELDN vs VT
+224.5%
-322.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -5.6% | +0.4% | -6.1% | -6.0% |
| 30D | -12.2% | +1.0% | -13.2% | -12.8% |
| 3M | -16.1% | +2.4% | -18.5% | -17.6% |
| 6M | +20.3% | +12.0% | +8.3% | +10.8% |
| YTD | +100.0% | +15.3% | +84.7% | +80.6% |
| 1Y | +15.7% | +22.6% | -6.9% | +0.8% |
| 3Y | +114.2% | +74.7% | +39.5% | +49.9% |
| 5Y | -60.8% | +66.1% | -126.9% | -71.7% |
| All | -98.2% | +224.5% | -322.7% | -99.2% |
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