-2.4%
ELV vs VTR
+132.9%
-135.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +4.9% | +1.1% | +3.8% | +4.7% |
| 3M | +4.9% | +7.9% | -3.0% | +3.4% |
| 6M | +45.1% | +6.2% | +38.9% | +43.1% |
| YTD | +20.7% | +17.7% | +2.9% | +17.0% |
| 1Y | +35.0% | +32.9% | +2.1% | +27.7% |
| 3Y | -2.4% | +129.7% | -132.1% | -15.3% |
| All | -2.4% | +132.9% | -135.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling