+5.9%
ELTK vs VT
+346.0%
-340.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -5.2% | -2.3% | -2.9% | -4.1% |
| 30D | -25.2% | -5.0% | -20.3% | -23.4% |
| 3M | -32.4% | -4.9% | -27.6% | -30.8% |
| 6M | -28.5% | -1.5% | -26.9% | -27.8% |
| YTD | -30.9% | +8.5% | -39.4% | -33.6% |
| 1Y | -46.6% | +11.4% | -58.0% | -49.3% |
| 3Y | -38.8% | +70.1% | -108.9% | -52.7% |
| 5Y | +15.4% | +53.7% | -38.3% | -7.4% |
| 10Y | +31.9% | +220.0% | -188.1% | -24.1% |
| All | +5.9% | +346.0% | -340.1% | -44.1% |
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 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