+822.6%
VOO vs ELV
+850.2%
-27.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -0.9% | +2.0% | -2.9% | -1.6% |
| 3M | +3.9% | -3.5% | +7.4% | +4.4% |
| 6M | +14.5% | +40.2% | -25.7% | +2.7% |
| YTD | +13.0% | +15.8% | -2.9% | +6.3% |
| 1Y | +19.4% | +33.2% | -13.7% | +7.2% |
| 3Y | +78.9% | -6.2% | +85.1% | +73.7% |
| 5Y | +82.3% | +16.4% | +65.9% | +60.8% |
| 10Y | +314.2% | +259.8% | +54.5% | +135.2% |
| All | +822.6% | +850.2% | -27.6% | +257.6% |
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