-2.1%
ELV vs VMC
+35.0%
-37.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +1.0% | -1.3% | +2.2% | +1.1% |
| 30D | +0.4% | +15.5% | -15.1% | -1.6% |
| 3M | +8.4% | +0.6% | +7.8% | +8.2% |
| 6M | +8.4% | +2.1% | +6.4% | +7.6% |
| YTD | +24.4% | -1.6% | +25.9% | +23.7% |
| 1Y | +33.5% | -1.2% | +34.7% | +32.8% |
| 3Y | -2.1% | +35.3% | -37.4% | -8.0% |
| All | -2.1% | +35.0% | -37.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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