-48.9%
ELME vs VT
+66.2%
-115.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | +3.0% | +1.0% | +2.1% | +2.4% |
| 3M | -17.6% | +2.4% | -19.9% | -19.1% |
| 6M | -22.8% | +12.0% | -34.8% | -28.8% |
| YTD | -36.7% | +15.3% | -52.1% | -42.9% |
| 1Y | -35.0% | +22.6% | -57.6% | -44.0% |
| 3Y | -19.9% | +74.7% | -94.6% | -47.3% |
| All | -48.9% | +66.2% | -115.1% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling