-49.4%
VG vs ELV
+11.9%
-61.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.7% |
| 7D | -7.7% | +3.8% | -11.5% | -7.7% |
| 30D | -8.8% | +4.1% | -12.9% | -8.9% |
| 3M | -15.6% | +8.5% | -24.1% | -15.8% |
| 6M | +5.2% | +14.6% | -9.4% | +5.4% |
| YTD | +76.9% | +24.4% | +52.5% | +80.4% |
| 1Y | +42.5% | +44.2% | -1.7% | +49.2% |
| All | -49.4% | +11.9% | -61.3% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling