-2.0%
ELV vs VFC
+45.3%
-47.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +1.1% | +24.6% | -23.6% | +0.7% |
| 3M | +8.2% | +38.4% | -30.3% | +7.6% |
| 6M | +10.2% | +15.3% | -5.1% | +9.9% |
| YTD | +24.4% | +12.7% | +11.7% | +23.9% |
| 1Y | +33.8% | +32.7% | +1.1% | +33.1% |
| All | -2.0% | +45.3% | -47.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling