+271.8%
ELV vs VFC
-70.4%
+342.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.6% |
| 7D | +0.9% | -3.3% | +4.1% | +1.3% |
| 30D | +7.2% | -14.0% | +21.2% | +9.3% |
| 3M | +3.4% | -22.6% | +26.0% | +6.5% |
| 6M | +48.6% | -24.7% | +73.3% | +52.9% |
| YTD | +20.6% | -29.0% | +49.5% | +24.7% |
| 1Y | +38.5% | -13.8% | +52.3% | +38.7% |
| 3Y | -2.4% | -28.2% | +25.8% | -7.8% |
| 5Y | +25.3% | -79.0% | +104.3% | +70.6% |
| All | +271.8% | -70.4% | +342.2% | +329.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling