+69.5%
VG vs ELV
+42.8%
+26.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +5.5% | -1.1% | +6.6% | +5.7% |
| 30D | -3.6% | +1.8% | -5.3% | -4.0% |
| 3M | -4.0% | +10.5% | -14.5% | -6.3% |
| 6M | +9.4% | +13.5% | -4.1% | +6.4% |
| YTD | +86.6% | +24.3% | +62.3% | +83.9% |
| 1Y | +69.5% | +38.9% | +30.6% | +54.3% |
| All | +69.5% | +42.8% | +26.7% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling