+255.8%
ELV vs VFC
-48.6%
+304.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.5% |
| 7D | +1.0% | +1.6% | -0.7% | +0.7% |
| 30D | +0.4% | +25.5% | -25.1% | -2.7% |
| 3M | +8.4% | +41.3% | -32.9% | +3.3% |
| 6M | +8.4% | +22.2% | -13.8% | +4.9% |
| YTD | +24.4% | +16.4% | +8.0% | +20.3% |
| 1Y | +33.5% | +38.4% | -4.9% | +25.8% |
| 3Y | -2.1% | +56.2% | -58.3% | -18.3% |
| 5Y | +5.8% | -68.2% | +73.9% | +39.0% |
| All | +255.8% | -48.6% | +304.4% | +295.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling