-100.0%
ELPW vs VT
+73.8%
-173.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.3% | +0.2% | -20.5% | -19.6% |
| 7D | -62.7% | -2.3% | -60.4% | -69.8% |
| 30D | -61.3% | -5.0% | -56.4% | -71.8% |
| 3M | -78.8% | -4.9% | -73.9% | -84.6% |
| 6M | -99.6% | -1.5% | -98.0% | -99.7% |
| YTD | -100.0% | +8.5% | -108.5% | -100.0% |
| 1Y | -100.0% | +11.4% | -111.4% | -100.0% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| All | -100.0% | +73.8% | -173.8% | -100.0% |
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