+9.4%
VG vs ELV
+30.0%
-20.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.7% |
| 3M | +14.9% | -3.5% | +18.4% | +15.5% |
| 6M | +18.4% | +40.2% | -21.8% | +16.9% |
| YTD | +116.6% | +15.8% | +100.7% | +118.8% |
| 1Y | +9.4% | +33.2% | -23.8% | +20.5% |
| All | +9.4% | +30.0% | -20.7% | +20.5% |
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