-98.3%
ELDN vs VT
+215.5%
-313.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.7% |
| 7D | -6.0% | -2.3% | -3.6% | -4.1% |
| 30D | +7.6% | -5.0% | +12.6% | +12.3% |
| 3M | -24.7% | -4.9% | -19.8% | -21.4% |
| 6M | -31.4% | -1.5% | -29.9% | -30.3% |
| YTD | +72.5% | +8.5% | +64.0% | +64.1% |
| 1Y | -36.5% | +11.4% | -47.8% | -40.5% |
| 3Y | +113.5% | +70.1% | +43.5% | +55.4% |
| 5Y | -47.6% | +53.7% | -101.3% | -59.7% |
| All | -98.3% | +215.5% | -313.8% | -99.0% |
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