+2,385.0%
ELV vs VMC
+763.4%
+1,621.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.9% |
| 7D | -0.3% | -0.5% | +0.3% | -0.1% |
| 30D | +2.0% | -9.1% | +11.1% | +4.6% |
| 3M | -3.5% | -4.1% | +0.7% | -2.8% |
| 6M | +40.2% | -5.5% | +45.7% | +41.3% |
| YTD | +15.8% | -8.9% | +24.8% | +17.6% |
| 1Y | +33.2% | -12.9% | +46.1% | +36.7% |
| 3Y | -6.2% | +22.1% | -28.4% | -13.9% |
| 5Y | +16.4% | +52.7% | -36.3% | -1.3% |
| 10Y | +259.8% | +152.7% | +107.0% | +150.7% |
| All | +2,385.0% | +763.4% | +1,621.6% | +858.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling