-1.1%
ELVN vs VT
+191.2%
-192.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | -0.6% | +1.0% | -1.6% | -1.5% |
| 3M | +67.1% | +2.4% | +64.8% | +63.5% |
| 6M | +97.9% | +12.0% | +85.9% | +79.0% |
| YTD | +285.2% | +15.3% | +269.9% | +240.0% |
| 1Y | +196.5% | +22.6% | +173.9% | +149.3% |
| 3Y | +261.9% | +74.7% | +187.3% | +140.5% |
| 5Y | +194.8% | +66.1% | +128.7% | +98.5% |
| All | -1.1% | +191.2% | -192.3% | -42.5% |
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