+572.6%
ELMD vs VT
+422.8%
+149.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.4% | -1.9% |
| 7D | -3.3% | -4.2% | +0.9% | -0.6% |
| 30D | -5.3% | -5.8% | +0.5% | -1.6% |
| 3M | -36.1% | -5.2% | -30.8% | -33.8% |
| 6M | +3.7% | +0.1% | +3.6% | +3.5% |
| YTD | -8.1% | +8.2% | -16.3% | -12.7% |
| 1Y | +6.0% | +10.1% | -4.1% | -0.5% |
| 3Y | +158.4% | +69.7% | +88.7% | +87.0% |
| 5Y | +138.6% | +53.4% | +85.2% | +81.0% |
| 10Y | +595.3% | +219.2% | +376.1% | +246.9% |
| All | +572.6% | +422.8% | +149.9% | +186.9% |
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