+124.8%
VGT vs ELV
-2.5%
+127.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | +0.1% |
| 7D | -0.2% | +2.8% | -2.9% | -0.2% |
| 30D | -0.4% | +4.9% | -5.3% | -0.5% |
| 3M | +4.4% | +4.9% | -0.5% | +4.4% |
| 6M | +32.1% | +45.1% | -13.0% | +30.9% |
| YTD | +28.8% | +20.7% | +8.1% | +27.9% |
| 1Y | +35.3% | +35.0% | +0.3% | +34.2% |
| 3Y | +124.8% | -2.4% | +127.2% | +121.5% |
| All | +124.8% | -2.5% | +127.3% | +121.5% |
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 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