-51.4%
VG vs ELV
+10.8%
-62.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -22.0% | +1.3% | -23.4% | -22.0% |
| 30D | -11.6% | +5.3% | -16.9% | -11.7% |
| 3M | -14.9% | +9.2% | -24.1% | -15.0% |
| 6M | -3.5% | +14.5% | -18.1% | -3.3% |
| YTD | +70.0% | +23.2% | +46.8% | +73.4% |
| 1Y | +50.0% | +38.0% | +11.9% | +56.2% |
| All | -51.4% | +10.8% | -62.2% | -46.4% |
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