+21.0%
VRT vs ELV
+39.2%
-18.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +18.6% | -0.5% | +19.1% | +18.6% |
| 30D | -11.7% | +1.1% | -12.7% | -11.2% |
| 3M | -27.3% | +8.2% | -35.5% | -26.8% |
| 6M | -42.9% | +10.2% | -53.1% | -42.6% |
| YTD | +29.5% | +24.4% | +5.1% | +22.4% |
| 1Y | +21.0% | +33.8% | -12.8% | +14.5% |
| All | +21.0% | +39.2% | -18.2% | +14.5% |
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