+13.8%
VRT vs ELF
-3.2%
+17.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.9% | -14.8% | -13.2% |
| 7D | -15.4% | -1.5% | -13.8% | -15.2% |
| 30D | -19.0% | +9.5% | -28.5% | -20.1% |
| 3M | -23.8% | +29.4% | -53.2% | -26.8% |
| 6M | -37.9% | +83.7% | -121.6% | -43.9% |
| YTD | +27.0% | +49.4% | -22.5% | +16.9% |
| 1Y | +13.8% | -3.9% | +17.7% | +11.4% |
| All | +13.8% | -3.2% | +17.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling