+1,234.4%
ELV vs VO
+825.6%
+408.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | +3.1% | -2.1% | -1.4% |
| 30D | +0.4% | +2.2% | -1.8% | -1.4% |
| 3M | +8.4% | -2.5% | +10.9% | +10.1% |
| 6M | +8.4% | +7.0% | +1.5% | +2.8% |
| YTD | +24.4% | +14.0% | +10.4% | +12.4% |
| 1Y | +33.5% | +15.6% | +17.8% | +19.4% |
| 3Y | -2.1% | +66.2% | -68.3% | -34.4% |
| 5Y | +5.8% | +36.6% | -30.8% | -19.7% |
| 10Y | +268.9% | +199.0% | +69.9% | +55.4% |
| All | +1,234.4% | +825.6% | +408.8% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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