+3.6%
ELS vs VT
+76.6%
-73.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.4% |
| 7D | +7.8% | -0.3% | +8.1% | +7.9% |
| 30D | +6.9% | -1.4% | +8.3% | +7.1% |
| 3M | -2.8% | -1.4% | -1.4% | -2.6% |
| 6M | +1.6% | +5.5% | -3.9% | +0.3% |
| YTD | +5.9% | +12.8% | -6.9% | +2.6% |
| 1Y | +6.7% | +15.4% | -8.7% | +2.7% |
| All | +3.6% | +76.6% | -73.0% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling