+123.5%
ELS vs VT
+228.2%
-104.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.5% |
| 7D | +7.8% | -0.3% | +8.1% | +8.0% |
| 30D | +6.9% | -1.4% | +8.3% | +7.8% |
| 3M | -2.8% | -1.4% | -1.4% | -2.1% |
| 6M | +1.6% | +5.5% | -3.9% | -2.8% |
| YTD | +5.9% | +12.8% | -6.9% | -3.8% |
| 1Y | +6.7% | +15.4% | -8.7% | -4.7% |
| 3Y | +1.2% | +76.9% | -75.6% | -35.9% |
| 5Y | -14.7% | +60.4% | -75.1% | -42.0% |
| All | +123.5% | +228.2% | -104.6% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling