+1,031.1%
ELV vs VT
+346.0%
+685.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | +1.3% | -2.3% | +3.6% | +3.1% |
| 30D | +5.3% | -5.0% | +10.2% | +9.3% |
| 3M | +9.2% | -4.9% | +14.1% | +13.2% |
| 6M | +14.5% | -1.5% | +16.1% | +15.1% |
| YTD | +23.2% | +8.5% | +14.7% | +14.4% |
| 1Y | +38.0% | +11.4% | +26.7% | +25.5% |
| 3Y | -1.5% | +70.1% | -71.6% | -37.3% |
| 5Y | +8.5% | +53.7% | -45.2% | -26.2% |
| 10Y | +309.5% | +220.0% | +89.5% | +56.8% |
| All | +1,031.1% | +346.0% | +685.1% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling