+236.3%
ELV vs VTEB
+26.0%
+210.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -2.2% | -0.7% | -1.5% | -1.7% |
| 30D | -0.2% | -2.1% | +1.9% | +1.4% |
| 3M | -6.1% | -2.7% | -3.4% | -4.1% |
| 6M | +42.8% | -2.1% | +44.9% | +45.2% |
| YTD | +14.4% | -1.1% | +15.5% | +15.4% |
| 1Y | +28.6% | +1.3% | +27.3% | +27.4% |
| 3Y | -7.4% | +9.0% | -16.4% | -13.5% |
| 5Y | +14.5% | +1.5% | +13.0% | +14.1% |
| 10Y | +257.4% | +18.5% | +238.9% | +298.5% |
| All | +236.3% | +26.0% | +210.3% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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