-94.3%
ELUT vs VT
+118.8%
-213.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -6.7% | +0.4% | -7.2% | -6.8% |
| 30D | -5.8% | +1.0% | -6.8% | -6.1% |
| 3M | -21.8% | +2.4% | -24.2% | -22.3% |
| 6M | -31.0% | +12.0% | -43.0% | -33.2% |
| YTD | +18.5% | +15.3% | +3.1% | +13.6% |
| 1Y | -59.2% | +22.6% | -81.7% | -61.5% |
| 3Y | -43.8% | +74.7% | -118.4% | -51.3% |
| 5Y | -90.2% | +66.1% | -156.4% | -91.1% |
| All | -94.3% | +118.8% | -213.1% | -95.0% |
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 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