+2,826.7%
VRT vs ELF
+631.5%
+2,195.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.6% | +5.0% |
| 7D | +13.6% | -1.2% | +14.8% | +13.9% |
| 30D | +6.8% | +5.9% | +0.9% | +4.7% |
| 3M | -3.2% | +99.5% | -102.7% | -20.9% |
| 6M | +20.3% | +26.5% | -6.2% | +10.1% |
| YTD | +79.6% | +37.2% | +42.4% | +59.2% |
| 1Y | +139.0% | -24.4% | +163.4% | +142.8% |
| 3Y | +644.6% | -23.3% | +667.9% | +582.6% |
| 5Y | +1,024.4% | +245.2% | +779.2% | +566.6% |
| All | +2,826.7% | +631.5% | +2,195.2% | +1,316.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling