+573.1%
VRT vs ELV
-7.6%
+580.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.4% | -9.7% |
| 7D | +2.4% | -2.2% | +4.6% | +2.3% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -9.2% | -6.1% | -3.1% | -9.4% |
| 6M | -0.5% | +42.8% | -43.3% | +0.7% |
| YTD | +62.3% | +14.4% | +48.0% | +62.0% |
| 1Y | +109.6% | +28.6% | +81.0% | +111.2% |
| All | +573.1% | -7.6% | +580.7% | +534.3% |
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