-22.7%
ELVA vs VT
+217.6%
-240.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.6% |
| 7D | -6.1% | -0.1% | -6.0% | -5.7% |
| 30D | -14.6% | -3.1% | -11.5% | -11.9% |
| 3M | -47.1% | -3.5% | -43.6% | -45.1% |
| 6M | -53.5% | +0.5% | -53.9% | -52.5% |
| YTD | -37.8% | +10.8% | -48.6% | -40.2% |
| 1Y | -9.1% | +11.9% | -21.0% | -12.9% |
| 3Y | +91.1% | +73.0% | +18.1% | +37.9% |
| 5Y | -1.8% | +58.6% | -60.4% | -26.5% |
| 10Y | -22.7% | +219.2% | -241.9% | -63.5% |
| All | -22.7% | +217.6% | -240.3% | -63.5% |
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