+2,353.8%
ELV vs VTR
+1,983.2%
+370.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -2.2% | -2.9% | +0.7% | -1.5% |
| 30D | -0.2% | -2.8% | +2.6% | +0.5% |
| 3M | -6.1% | +9.0% | -15.1% | -8.3% |
| 6M | +42.8% | +5.0% | +37.9% | +40.7% |
| YTD | +14.4% | +16.9% | -2.5% | +9.6% |
| 1Y | +28.6% | +34.3% | -5.7% | +18.8% |
| 3Y | -7.4% | +131.6% | -139.0% | -26.0% |
| 5Y | +14.5% | +88.0% | -73.5% | -5.3% |
| 10Y | +257.4% | +97.8% | +159.7% | +167.1% |
| All | +2,353.8% | +1,983.2% | +370.6% | +1,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling