-44.1%
VG vs ELV
+12.0%
-56.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +15.1% | -0.5% | +15.6% | +15.1% |
| 30D | -4.2% | +1.1% | -5.3% | -4.2% |
| 3M | -3.1% | +8.2% | -11.3% | -3.3% |
| 6M | +0.3% | +10.2% | -9.9% | +0.3% |
| YTD | +95.5% | +24.4% | +71.0% | +99.4% |
| 1Y | +64.4% | +33.8% | +30.6% | +69.7% |
| All | -44.1% | +12.0% | -56.0% | -38.3% |
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 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