-98.5%
ELDN vs VT
+224.4%
-322.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.1% |
| 7D | -1.1% | -0.7% | -0.4% | -0.3% |
| 30D | +9.4% | -1.7% | +11.2% | +11.4% |
| 3M | -28.8% | -2.3% | -26.5% | -27.2% |
| 6M | -30.1% | +1.5% | -31.6% | -30.5% |
| YTD | +76.8% | +12.0% | +64.8% | +64.3% |
| 1Y | +25.4% | +12.9% | +12.5% | +16.3% |
| 3Y | +130.2% | +74.9% | +55.2% | +64.0% |
| 5Y | -46.1% | +59.9% | -106.0% | -59.6% |
| 10Y | -98.5% | +224.6% | -323.1% | -99.1% |
| All | -98.5% | +224.4% | -322.8% | -99.1% |
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