+10.2%
ELPC vs VT
+15.2%
-5.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.3% |
| 30D | -23.3% | -1.4% | -21.9% | -22.2% |
| 3M | -8.5% | -1.4% | -7.1% | -7.2% |
| 6M | -15.9% | +5.5% | -21.4% | -22.1% |
| YTD | +13.9% | +12.8% | +1.0% | -2.9% |
| 1Y | +10.2% | +15.4% | -5.3% | -8.8% |
| All | +10.2% | +15.2% | -5.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling