-38.1%
ELVA vs VT
+221.4%
-259.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.0% |
| 7D | +9.3% | +1.0% | +8.3% | +8.4% |
| 30D | -26.4% | -0.2% | -26.1% | -26.1% |
| 3M | -30.9% | +4.5% | -35.5% | -32.6% |
| 6M | -8.2% | +14.1% | -22.3% | -14.9% |
| YTD | -9.5% | +14.8% | -24.3% | -16.1% |
| 1Y | +21.0% | +21.2% | -0.2% | +8.6% |
| 3Y | +121.4% | +76.6% | +44.8% | +55.1% |
| 5Y | +83.3% | +66.6% | +16.7% | +31.2% |
| 10Y | -38.1% | +222.3% | -260.4% | -72.6% |
| All | -38.1% | +221.4% | -259.5% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling