+1,179.1%
VST vs ELF
+316.3%
+862.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.5% |
| 7D | +19.2% | +3.4% | +15.8% | +18.6% |
| 30D | -17.2% | +5.0% | -22.1% | -17.8% |
| 3M | -8.1% | +22.6% | -30.7% | -11.3% |
| 6M | -8.1% | +104.0% | -112.1% | -19.1% |
| YTD | -16.3% | +49.3% | -65.6% | -23.2% |
| 1Y | -24.1% | +46.0% | -70.1% | -30.3% |
| 3Y | +300.2% | +19.4% | +280.8% | +259.8% |
| 5Y | +645.9% | +262.0% | +383.9% | +450.7% |
| All | +1,179.1% | +316.3% | +862.8% | +727.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling