+272.8%
ELV vs VT
+223.7%
+49.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -3.8% |
| 7D | +1.1% | +0.4% | +0.8% | +0.7% |
| 30D | +1.3% | -2.6% | +3.9% | +3.2% |
| 3M | +6.6% | -3.2% | +9.8% | +9.0% |
| 6M | +11.6% | +0.9% | +10.6% | +9.8% |
| YTD | +21.1% | +11.3% | +9.8% | +9.5% |
| 1Y | +34.2% | +14.0% | +20.2% | +19.0% |
| 3Y | -2.9% | +75.8% | -78.8% | -42.4% |
| 5Y | +4.6% | +57.8% | -53.2% | -31.8% |
| 10Y | +272.8% | +219.8% | +53.0% | +24.8% |
| All | +272.8% | +223.7% | +49.1% | +24.8% |
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