-98.6%
ELTX vs VT
+86.7%
-185.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -15.1% | +0.4% | -15.6% | -15.5% |
| 30D | -24.5% | +1.0% | -25.4% | -25.2% |
| 3M | -82.7% | +2.4% | -85.1% | -84.0% |
| 6M | -80.2% | +12.0% | -92.2% | -83.5% |
| YTD | -69.7% | +15.3% | -85.1% | -75.6% |
| 1Y | -77.8% | +22.6% | -100.4% | -83.3% |
| 3Y | -69.5% | +74.7% | -144.2% | -86.2% |
| 5Y | -98.1% | +66.1% | -164.2% | -98.9% |
| All | -98.6% | +86.7% | -185.3% | -99.4% |
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