+170.2%
VEA vs ELV
+534.8%
-364.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +0.3% | -2.2% | +2.5% | +1.0% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | +4.8% | -6.1% | +10.9% | +6.2% |
| 6M | +11.3% | +42.8% | -31.6% | -1.4% |
| YTD | +17.4% | +14.4% | +3.0% | +10.4% |
| 1Y | +26.2% | +28.6% | -2.4% | +13.9% |
| 3Y | +77.7% | -7.4% | +85.1% | +72.7% |
| 5Y | +60.9% | +14.5% | +46.5% | +41.7% |
| 10Y | +163.6% | +257.4% | -93.8% | +40.8% |
| All | +170.2% | +534.8% | -364.6% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling