+139.0%
VRT vs ELF
-23.1%
+162.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.6% | +4.3% |
| 7D | +13.6% | -1.2% | +14.8% | +13.7% |
| 30D | +6.8% | +5.9% | +0.9% | +5.8% |
| 3M | -3.2% | +99.5% | -102.7% | -14.0% |
| 6M | +20.3% | +26.5% | -6.2% | +15.7% |
| YTD | +79.6% | +37.2% | +42.4% | +67.7% |
| 1Y | +139.0% | -24.4% | +163.4% | +140.1% |
| All | +139.0% | -23.1% | +162.1% | +140.1% |
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