+2,419.4%
ELV vs VFC
+228.2%
+2,191.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.2% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | +4.2% | -11.6% | +15.8% | +6.6% |
| 3M | -0.1% | -18.1% | +18.0% | +3.2% |
| 6M | +41.3% | -27.4% | +68.6% | +48.3% |
| YTD | +17.4% | -24.8% | +42.3% | +22.0% |
| 1Y | +35.1% | -8.2% | +43.3% | +33.7% |
| 3Y | -3.2% | -29.1% | +25.9% | -10.1% |
| 5Y | +15.6% | -79.2% | +94.8% | +50.2% |
| 10Y | +276.8% | -68.1% | +344.9% | +302.1% |
| All | +2,419.4% | +228.2% | +2,191.1% | +1,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling