+361.0%
VRT vs ELV
-1.5%
+362.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -2.8% |
| 7D | -17.7% | +3.8% | -21.5% | -17.2% |
| 30D | -20.0% | +4.1% | -24.1% | -19.5% |
| 3M | -28.1% | +8.5% | -36.6% | -27.4% |
| 6M | -42.8% | +14.6% | -57.4% | -42.1% |
| YTD | +20.0% | +24.4% | -4.4% | +21.1% |
| 1Y | +3.5% | +44.2% | -40.7% | +5.9% |
| All | +361.0% | -1.5% | +362.5% | +355.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling