+74.7%
ELVA vs VT
+423.9%
-349.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.8% | +0.4% | +3.3% | +3.5% |
| 30D | -25.9% | +1.0% | -26.9% | -26.3% |
| 3M | -37.9% | +2.4% | -40.3% | -38.3% |
| 6M | -15.3% | +12.0% | -27.3% | -19.9% |
| YTD | -12.7% | +15.3% | -28.0% | -18.6% |
| 1Y | +8.0% | +22.6% | -14.6% | -2.8% |
| 3Y | +109.7% | +74.7% | +35.1% | +51.9% |
| 5Y | +84.0% | +66.1% | +17.9% | +36.6% |
| 10Y | -43.0% | +225.0% | -268.0% | -70.6% |
| All | +74.7% | +423.9% | -349.2% | -35.1% |
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