+2,486.9%
VRT vs ELV
+86.4%
+2,400.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -8.4% | +3.2% | -11.6% | -9.1% |
| 30D | -10.9% | +5.4% | -16.2% | -12.1% |
| 3M | -13.7% | +5.4% | -19.0% | -15.3% |
| 6M | -4.1% | +45.7% | -49.8% | -13.8% |
| YTD | +58.7% | +21.2% | +37.5% | +48.3% |
| 1Y | +89.6% | +35.6% | +54.0% | +71.0% |
| 3Y | +558.1% | -2.0% | +560.2% | +528.2% |
| 5Y | +953.0% | +26.0% | +926.9% | +804.0% |
| All | +2,486.9% | +86.4% | +2,400.4% | +1,762.9% |
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