+21.0%
VRT vs ELF
+45.6%
-24.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.2% |
| 7D | +18.6% | +3.4% | +15.3% | +18.0% |
| 30D | -11.7% | +5.0% | -16.6% | -12.2% |
| 3M | -27.3% | +22.6% | -49.9% | -29.3% |
| 6M | -42.9% | +104.0% | -146.8% | -49.3% |
| YTD | +29.5% | +49.3% | -19.8% | +15.4% |
| 1Y | +21.0% | +46.0% | -25.0% | +8.3% |
| All | +21.0% | +45.6% | -24.5% | +8.3% |
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