+978.3%
ELV vs VT
+374.2%
+604.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +3.3% | +0.4% | +2.9% | +3.0% |
| 30D | +4.2% | +1.0% | +3.2% | +3.3% |
| 3M | -0.1% | +2.4% | -2.4% | -2.3% |
| 6M | +41.3% | +12.0% | +29.2% | +28.4% |
| YTD | +17.4% | +15.3% | +2.1% | +4.3% |
| 1Y | +35.1% | +22.6% | +12.5% | +14.3% |
| 3Y | -3.2% | +74.7% | -77.9% | -39.5% |
| 5Y | +15.6% | +66.1% | -50.5% | -25.8% |
| 10Y | +276.8% | +225.0% | +51.8% | +42.8% |
| All | +978.3% | +374.2% | +604.1% | +191.0% |
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