+1,058.6%
ELV vs VNQ
+387.0%
+671.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.8% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | -0.2% | -2.2% | +2.0% | +0.7% |
| 3M | -6.1% | -1.9% | -4.2% | -5.4% |
| 6M | +42.8% | +3.2% | +39.6% | +40.7% |
| YTD | +14.4% | +9.4% | +5.0% | +10.0% |
| 1Y | +28.6% | +7.5% | +21.1% | +24.5% |
| 3Y | -7.4% | +31.1% | -38.5% | -18.2% |
| 5Y | +14.5% | +6.6% | +7.9% | +9.2% |
| 10Y | +257.4% | +63.9% | +193.5% | +187.3% |
| All | +1,058.6% | +387.0% | +671.7% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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