+1,917.9%
VRT vs ELF
+737.0%
+1,180.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +8.9% |
| 7D | -10.6% | +7.8% | -18.4% | -12.3% |
| 30D | -17.4% | +9.3% | -26.7% | -19.4% |
| 3M | -26.4% | +21.2% | -47.6% | -30.3% |
| 6M | -41.0% | +96.1% | -137.1% | -51.8% |
| YTD | +23.8% | +57.0% | -33.1% | +5.9% |
| 1Y | +11.6% | +61.9% | -50.2% | -5.5% |
| 3Y | +403.5% | +20.0% | +383.5% | +307.6% |
| 5Y | +647.0% | +284.8% | +362.3% | +330.5% |
| All | +1,917.9% | +737.0% | +1,180.9% | +842.5% |
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