+66.2%
ELTK vs VT
+224.7%
-158.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +1.9% | +1.0% | +0.9% | +1.3% |
| 30D | -7.9% | -0.2% | -7.7% | -7.7% |
| 3M | -10.5% | +4.5% | -15.1% | -12.7% |
| 6M | -11.4% | +14.1% | -25.5% | -17.8% |
| YTD | -5.8% | +14.8% | -20.5% | -13.0% |
| 1Y | -19.5% | +21.2% | -40.7% | -27.9% |
| 3Y | +2.4% | +76.6% | -74.2% | -27.0% |
| 5Y | +39.1% | +66.6% | -27.4% | +2.3% |
| All | +66.2% | +224.7% | -158.6% | -20.1% |
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