+14.5%
ELV vs VFC
-78.7%
+93.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | -0.2% | -13.4% | +13.2% | +0.2% |
| 3M | -6.1% | -23.7% | +17.6% | -5.4% |
| 6M | +42.8% | -24.5% | +67.3% | +43.7% |
| YTD | +14.4% | -27.8% | +42.2% | +15.2% |
| 1Y | +28.6% | -13.5% | +42.1% | +28.8% |
| 3Y | -7.4% | -27.1% | +19.7% | -8.4% |
| 5Y | +14.5% | -79.0% | +93.5% | +45.0% |
| All | +14.5% | -78.7% | +93.1% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling