-39.3%
VG vs ELV
+5.7%
-45.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | +1.7% | +3.3% | -1.6% | +1.6% |
| 30D | +16.0% | +4.2% | +11.9% | +15.9% |
| 3M | +9.7% | -0.1% | +9.8% | +9.7% |
| 6M | +29.6% | +41.3% | -11.7% | +33.5% |
| YTD | +112.0% | +17.4% | +94.6% | +116.5% |
| 1Y | +12.8% | +35.1% | -22.3% | +18.8% |
| All | -39.3% | +5.7% | -45.0% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling