+2,385.0%
ELV vs VFC
+222.1%
+2,162.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +2.0% | -11.9% | +13.9% | +4.5% |
| 3M | -3.5% | -20.2% | +16.7% | +0.1% |
| 6M | +40.2% | -23.0% | +63.2% | +45.5% |
| YTD | +15.8% | -26.2% | +42.1% | +20.8% |
| 1Y | +33.2% | -13.3% | +46.5% | +33.4% |
| 3Y | -6.2% | -25.5% | +19.2% | -14.3% |
| 5Y | +16.4% | -78.1% | +94.5% | +48.5% |
| 10Y | +259.8% | -68.8% | +328.5% | +285.8% |
| All | +2,385.0% | +222.1% | +2,162.9% | +1,145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling