+1,934.0%
VRT vs ELV
+91.3%
+1,842.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | +1.0% | +9.5% | +10.2% |
| 30D | -9.3% | +0.4% | -9.7% | -9.8% |
| 3M | -29.6% | +8.4% | -38.0% | -31.4% |
| 6M | -45.4% | +8.4% | -53.8% | -47.1% |
| YTD | +24.8% | +24.4% | +0.4% | +15.3% |
| 1Y | +23.6% | +33.5% | -9.9% | +11.8% |
| 3Y | +379.7% | -2.1% | +381.8% | +357.4% |
| 5Y | +660.3% | +5.8% | +654.6% | +596.9% |
| All | +1,934.0% | +91.3% | +1,842.7% | +1,348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling