+20.3%
ELVA vs VT
+405.9%
-385.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +2.6% | +2.9% | -0.3% | +0.6% |
| 30D | -9.4% | -2.5% | -6.8% | -7.2% |
| 3M | -38.0% | -3.3% | -34.7% | -36.0% |
| 6M | -54.2% | +1.5% | -55.8% | -53.7% |
| YTD | -39.9% | +11.4% | -51.2% | -42.2% |
| 1Y | -6.9% | +11.9% | -18.8% | -10.5% |
| 3Y | +84.8% | +73.9% | +10.9% | +35.5% |
| 5Y | -2.1% | +57.9% | -60.0% | -24.4% |
| 10Y | -29.6% | +222.6% | -252.3% | -63.2% |
| All | +20.3% | +405.9% | -385.6% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling