+75.4%
VEA vs ELV
-2.5%
+78.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.5% |
| 7D | -1.5% | +2.8% | -4.2% | -1.6% |
| 30D | -0.8% | +4.9% | -5.7% | -1.2% |
| 3M | +2.5% | +4.9% | -2.4% | +2.0% |
| 6M | +11.1% | +45.1% | -33.9% | +7.4% |
| YTD | +17.2% | +20.7% | -3.5% | +14.6% |
| 1Y | +24.5% | +35.0% | -10.5% | +20.4% |
| 3Y | +75.4% | -2.4% | +77.9% | +72.9% |
| All | +75.4% | -2.5% | +78.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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