-14.7%
ELVN vs VT
+179.7%
-194.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +14.2% | -0.1% | +14.4% | +14.5% |
| 30D | +24.9% | -3.1% | +28.0% | +28.6% |
| 3M | -13.8% | -3.5% | -10.3% | -11.0% |
| 6M | +25.6% | +0.5% | +25.2% | +25.1% |
| YTD | +232.5% | +10.8% | +221.7% | +204.4% |
| 1Y | +173.7% | +11.9% | +161.8% | +148.9% |
| 3Y | +349.9% | +73.0% | +276.9% | +204.3% |
| 5Y | +242.2% | +58.6% | +183.6% | +139.4% |
| All | -14.7% | +179.7% | -194.4% | -48.6% |
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