+13.8%
VRT vs ELV
+42.6%
-28.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.9% | -17.8% | -12.1% |
| 7D | -15.4% | +4.8% | -20.2% | -14.6% |
| 30D | -19.0% | +10.1% | -29.0% | -18.0% |
| 3M | -23.8% | +15.4% | -39.2% | -22.8% |
| 6M | -37.9% | +17.7% | -55.6% | -37.2% |
| YTD | +27.0% | +25.7% | +1.3% | +24.2% |
| 1Y | +13.8% | +39.9% | -26.1% | +16.5% |
| All | +13.8% | +42.6% | -28.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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