+31.4%
ELV vs VFC
-13.4%
+44.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | -0.2% | -13.4% | +13.2% | +1.1% |
| 3M | -6.1% | -23.7% | +17.6% | -3.9% |
| 6M | +42.8% | -24.5% | +67.3% | +44.3% |
| YTD | +14.4% | -27.8% | +42.2% | +15.5% |
| All | +31.4% | -13.4% | +44.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling