+2,723.0%
VRT vs ELF
+669.1%
+2,054.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.2% | +3.8% |
| 7D | +9.1% | +5.4% | +3.8% | +7.6% |
| 30D | +0.9% | +27.0% | -26.0% | -5.8% |
| 3M | -13.4% | +113.2% | -126.6% | -30.4% |
| 6M | +11.7% | +36.6% | -24.9% | +0.2% |
| YTD | +73.2% | +44.2% | +29.0% | +51.7% |
| 1Y | +123.4% | -18.0% | +141.4% | +122.1% |
| 3Y | +606.2% | -19.9% | +626.1% | +540.9% |
| 5Y | +899.9% | +257.7% | +642.2% | +487.3% |
| All | +2,723.0% | +669.1% | +2,054.0% | +1,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling