+379.7%
VRT vs ELF
+24.2%
+355.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -4.5% |
| 7D | +10.5% | +1.6% | +8.9% | +10.1% |
| 30D | -9.3% | +9.1% | -18.4% | -11.1% |
| 3M | -29.6% | +28.2% | -57.8% | -33.6% |
| 6M | -45.4% | +119.5% | -164.9% | -55.0% |
| YTD | +24.8% | +55.2% | -30.3% | +9.7% |
| 1Y | +23.6% | +58.6% | -35.0% | +7.8% |
| 3Y | +379.7% | +21.3% | +358.4% | +316.5% |
| All | +379.7% | +24.2% | +355.5% | +316.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling