-18.1%
ELME vs VT
+374.2%
-392.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.6% | +0.4% | +0.1% | +0.1% |
| 30D | +3.0% | +1.0% | +2.1% | +2.0% |
| 3M | -17.6% | +2.4% | -19.9% | -20.1% |
| 6M | -22.8% | +12.0% | -34.8% | -31.9% |
| YTD | -36.7% | +15.3% | -52.1% | -46.0% |
| 1Y | -35.0% | +22.6% | -57.6% | -48.0% |
| 3Y | -19.9% | +74.7% | -94.6% | -55.8% |
| 5Y | -48.9% | +66.1% | -115.0% | -70.9% |
| 10Y | -50.2% | +225.0% | -275.2% | -86.3% |
| All | -18.1% | +374.2% | -392.3% | -85.7% |
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 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