+21.0%
ELVA vs VT
+21.4%
-0.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +5.2% |
| 7D | +9.3% | +1.0% | +8.3% | +5.8% |
| 30D | -26.4% | -0.2% | -26.1% | -25.6% |
| 3M | -30.9% | +4.5% | -35.5% | -38.0% |
| 6M | -8.2% | +14.1% | -22.3% | -32.2% |
| YTD | -9.5% | +14.8% | -24.3% | -33.4% |
| 1Y | +21.0% | +21.2% | -0.2% | -20.2% |
| All | +21.0% | +21.4% | -0.4% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling