-16.6%
ELS vs VT
+66.2%
-82.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -4.0% | +1.0% | -4.9% | -4.4% |
| 3M | +1.8% | +2.4% | -0.5% | +0.4% |
| 6M | -6.5% | +12.0% | -18.5% | -12.3% |
| YTD | +4.8% | +15.3% | -10.5% | -3.6% |
| 1Y | +6.1% | +22.6% | -16.5% | -6.1% |
| 3Y | +3.0% | +74.7% | -71.7% | -29.8% |
| All | -16.6% | +66.2% | -82.7% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling