-96.9%
ELTX vs VT
+53.4%
-150.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.6% | +7.6% |
| 7D | -10.1% | -2.3% | -7.8% | -7.7% |
| 30D | -18.4% | -5.0% | -13.4% | -13.9% |
| 3M | -51.9% | -4.9% | -47.0% | -49.2% |
| 6M | -85.6% | -1.5% | -84.0% | -86.0% |
| YTD | -81.0% | +8.5% | -89.5% | -83.4% |
| 1Y | -83.4% | +11.4% | -94.7% | -85.8% |
| 3Y | -78.7% | +70.1% | -148.8% | -89.5% |
| All | -96.9% | +53.4% | -150.3% | -98.0% |
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