+149.1%
ELVR vs VT
+24.4%
+124.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.8% | +0.4% | -4.3% | -4.8% |
| 30D | +2.0% | +1.0% | +1.0% | +0.2% |
| 3M | -31.0% | +2.4% | -33.4% | -33.5% |
| 6M | +8.8% | +12.0% | -3.2% | -8.1% |
| YTD | +8.1% | +15.3% | -7.2% | -9.2% |
| 1Y | +150.5% | +22.6% | +127.9% | +138.9% |
| All | +149.1% | +24.4% | +124.7% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling