-99.9%
ELDN vs VT
+236.1%
-336.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 3M | -16.1% | +2.4% | -18.5% | -17.8% |
| 6M | +20.3% | +12.0% | +8.3% | +10.0% |
| YTD | +100.0% | +15.3% | +84.7% | +79.0% |
| 1Y | +15.7% | +22.6% | -6.9% | -0.5% |
| 3Y | +114.2% | +74.7% | +39.5% | +43.3% |
| 5Y | -60.8% | +66.1% | -126.9% | -72.8% |
| 10Y | -98.3% | +225.0% | -323.3% | -99.3% |
| All | -99.9% | +236.1% | -336.0% | -100.0% |
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 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