+634.6%
ELMD vs VT
+217.6%
+416.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +1.7% | -0.1% | +1.9% | +1.9% |
| 30D | -1.8% | -3.1% | +1.2% | +0.5% |
| 3M | -36.2% | -3.5% | -32.7% | -34.5% |
| 6M | +0.9% | +0.5% | +0.5% | +0.4% |
| YTD | -6.7% | +10.8% | -17.4% | -13.8% |
| 1Y | +11.9% | +11.9% | 0.0% | +2.5% |
| 3Y | +165.2% | +73.0% | +92.2% | +77.0% |
| 5Y | +129.4% | +58.6% | +70.8% | +61.5% |
| 10Y | +634.6% | +219.2% | +415.4% | +135.7% |
| All | +634.6% | +217.6% | +416.9% | +135.7% |
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