-20.9%
VST vs ELF
-17.5%
-3.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.4% |
| 7D | +8.9% | +5.4% | +3.6% | +8.6% |
| 30D | +6.2% | +27.0% | -20.8% | +4.7% |
| 3M | -2.7% | +113.2% | -115.9% | -8.4% |
| 6M | -8.4% | +36.6% | -44.9% | -10.4% |
| YTD | -7.2% | +44.2% | -51.4% | -9.8% |
| 1Y | -20.9% | -18.0% | -2.9% | -16.1% |
| All | -20.9% | -17.5% | -3.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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