+12.8%
ELVR vs VT
+20.0%
-7.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +1.5% |
| 7D | +15.1% | +0.4% | +14.7% | +12.9% |
| 30D | -23.4% | -2.6% | -20.8% | -20.0% |
| 3M | -57.4% | -3.2% | -54.1% | -54.8% |
| 6M | -73.7% | +0.9% | -74.7% | -74.0% |
| YTD | -51.1% | +11.3% | -62.4% | -56.2% |
| 1Y | +3.4% | +14.0% | -10.6% | -8.9% |
| All | +12.8% | +20.0% | -7.3% | +20.2% |
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