+551.2%
ELMD vs VT
+222.7%
+328.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | +0.4% | -5.9% | -5.7% |
| 30D | -33.1% | +1.0% | -34.1% | -33.6% |
| 3M | -23.7% | +2.4% | -26.1% | -25.3% |
| 6M | +15.3% | +12.0% | +3.3% | +5.7% |
| YTD | -3.8% | +15.3% | -19.2% | -13.9% |
| 1Y | +12.4% | +22.6% | -10.2% | -3.9% |
| 3Y | +178.9% | +74.7% | +104.2% | +83.2% |
| 5Y | +105.0% | +66.1% | +38.8% | +38.3% |
| All | +551.2% | +222.7% | +328.4% | +102.7% |
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