-44.6%
VG vs ELV
+11.9%
-56.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +14.0% | +1.0% | +13.0% | +14.0% |
| 30D | -1.0% | +0.4% | -1.4% | -1.0% |
| 3M | -2.7% | +8.4% | -11.1% | -2.9% |
| 6M | +1.5% | +8.4% | -6.9% | +1.4% |
| YTD | +93.7% | +24.4% | +69.3% | +97.6% |
| 1Y | +68.5% | +33.5% | +35.0% | +73.9% |
| All | -44.6% | +11.9% | -56.5% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling