+2,010.2%
VRT vs ELV
+91.4%
+1,918.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +18.6% | -0.5% | +19.1% | +18.7% |
| 30D | -11.7% | +1.1% | -12.7% | -12.2% |
| 3M | -27.3% | +8.2% | -35.5% | -29.1% |
| 6M | -42.9% | +10.2% | -53.1% | -45.0% |
| YTD | +29.5% | +24.4% | +5.1% | +19.6% |
| 1Y | +21.0% | +33.8% | -12.8% | +9.4% |
| 3Y | +403.1% | -1.4% | +404.5% | +378.4% |
| 5Y | +688.8% | +5.8% | +683.0% | +622.9% |
| All | +2,010.2% | +91.4% | +1,918.8% | +1,402.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling