+953.6%
VRT vs ELV
+14.8%
+938.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.4% | -9.5% |
| 7D | +2.4% | -2.2% | +4.6% | +2.7% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -9.2% | -6.1% | -3.1% | -8.7% |
| 6M | -0.5% | +42.8% | -43.3% | -5.6% |
| YTD | +62.3% | +14.4% | +48.0% | +57.4% |
| 1Y | +109.6% | +28.6% | +81.0% | +99.3% |
| 3Y | +573.1% | -7.4% | +580.5% | +559.9% |
| 5Y | +953.6% | +14.5% | +939.2% | +855.8% |
| All | +953.6% | +14.8% | +938.9% | +855.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling