+615.1%
ELV vs VIG
+623.5%
-8.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | +3.3% | -0.4% | +3.7% | +3.7% |
| 30D | +4.2% | -1.0% | +5.1% | +5.1% |
| 3M | -0.1% | +2.8% | -2.8% | -2.7% |
| 6M | +41.3% | +8.2% | +33.1% | +30.7% |
| YTD | +17.4% | +11.0% | +6.4% | +6.1% |
| 1Y | +35.1% | +16.1% | +18.9% | +16.9% |
| 3Y | -3.2% | +56.2% | -59.4% | -38.0% |
| 5Y | +15.6% | +63.0% | -47.4% | -29.7% |
| 10Y | +276.8% | +241.4% | +35.3% | +15.1% |
| All | +615.1% | +623.5% | -8.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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