+0.4%
ELV vs VLTO
+56.1%
-55.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.9% |
| 30D | +1.3% | +21.8% | -20.5% | -1.3% |
| 3M | +6.6% | +20.2% | -13.7% | +3.9% |
| 6M | +11.6% | +36.3% | -24.8% | +6.8% |
| YTD | +21.1% | +18.8% | +2.2% | +17.8% |
| 1Y | +34.2% | +20.4% | +13.8% | +30.3% |
| 3Y | -2.9% | +71.9% | -74.8% | -10.4% |
| All | +0.4% | +56.1% | -55.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling