+255.8%
ELV vs VT
+221.8%
+34.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.2% |
| 7D | +1.0% | +2.4% | -1.4% | -1.0% |
| 30D | +0.4% | -1.5% | +1.9% | +1.3% |
| 3M | +8.4% | -4.1% | +12.5% | +11.6% |
| 6M | +8.4% | +0.6% | +7.9% | +7.0% |
| YTD | +24.4% | +11.0% | +13.3% | +12.7% |
| 1Y | +33.5% | +13.3% | +20.1% | +19.0% |
| 3Y | -2.1% | +73.4% | -75.5% | -41.2% |
| 5Y | +5.8% | +57.4% | -51.6% | -31.0% |
| All | +255.8% | +221.8% | +34.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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