+24.3%
ELVA vs VT
+392.8%
-368.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.9% |
| 7D | -7.0% | -2.3% | -4.7% | -5.3% |
| 30D | -22.9% | -5.0% | -18.0% | -19.7% |
| 3M | -47.1% | -4.9% | -42.2% | -44.8% |
| 6M | -53.1% | -1.5% | -51.6% | -51.6% |
| YTD | -37.8% | +8.5% | -46.3% | -39.2% |
| 1Y | -4.8% | +11.4% | -16.2% | -8.2% |
| 3Y | +76.0% | +70.1% | +5.9% | +31.0% |
| 5Y | -1.8% | +53.7% | -55.5% | -22.9% |
| 10Y | -50.2% | +220.0% | -270.1% | -73.7% |
| All | +24.3% | +392.8% | -368.5% | -51.5% |
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 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