-4.2%
ELVN vs VT
+187.9%
-192.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | -3.3% | -0.7% | -2.6% | -2.8% |
| 3M | +59.1% | +4.0% | +55.1% | +53.7% |
| 6M | +93.2% | +12.3% | +80.9% | +74.4% |
| YTD | +273.1% | +14.0% | +259.0% | +232.5% |
| 1Y | +191.3% | +20.3% | +171.0% | +148.9% |
| 3Y | +245.5% | +75.4% | +170.0% | +129.7% |
| 5Y | +224.9% | +66.0% | +159.0% | +120.1% |
| All | -4.2% | +187.9% | -192.1% | -43.8% |
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