+567.3%
VRT vs ELF
+266.1%
+301.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.3% | +1.7% |
| 7D | -21.4% | +4.0% | -25.3% | -22.3% |
| 30D | -25.8% | +10.6% | -36.4% | -28.2% |
| 3M | -33.5% | +25.8% | -59.3% | -38.6% |
| 6M | -49.0% | +89.1% | -138.1% | -59.5% |
| YTD | +12.9% | +52.7% | -39.8% | -5.6% |
| 1Y | 0.0% | +51.7% | -51.7% | -16.4% |
| 3Y | +361.8% | +14.2% | +347.6% | +226.5% |
| All | +567.3% | +266.1% | +301.2% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling