+8.1%
ELTK vs VT
+357.6%
-349.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -20.6% | -2.6% | -18.0% | -19.6% |
| 3M | -31.1% | -3.2% | -27.8% | -30.0% |
| 6M | -24.5% | +0.9% | -25.4% | -24.7% |
| YTD | -29.5% | +11.3% | -40.8% | -33.1% |
| 1Y | -45.7% | +14.0% | -59.7% | -49.0% |
| 3Y | -43.8% | +75.8% | -119.6% | -57.2% |
| 5Y | +18.1% | +57.8% | -39.7% | -6.4% |
| 10Y | +30.5% | +219.8% | -189.3% | -25.0% |
| All | +8.1% | +357.6% | -349.6% | -43.7% |
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