+317.6%
VOO vs ELV
+280.2%
+37.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | +3.2% | -4.0% | -1.6% |
| 30D | -1.1% | +5.4% | -6.4% | -2.5% |
| 3M | +3.9% | +5.4% | -1.5% | +1.9% |
| 6M | +13.6% | +45.7% | -32.1% | +1.6% |
| YTD | +12.7% | +21.2% | -8.5% | +5.2% |
| 1Y | +17.6% | +35.6% | -18.0% | +5.8% |
| 3Y | +77.3% | -2.0% | +79.3% | +70.7% |
| 5Y | +84.1% | +26.0% | +58.1% | +58.6% |
| All | +317.6% | +280.2% | +37.4% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling