+1,112.0%
VST vs ELF
+337.1%
+774.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.7% | +4.8% | +9.6% |
| 7D | -9.8% | +4.0% | -13.8% | -10.3% |
| 30D | -25.1% | +10.6% | -35.7% | -26.4% |
| 3M | -11.6% | +25.8% | -37.4% | -15.0% |
| 6M | -20.9% | +89.1% | -110.0% | -29.5% |
| YTD | -22.3% | +52.7% | -75.0% | -29.0% |
| 1Y | -32.0% | +51.7% | -83.7% | -38.0% |
| 3Y | +262.4% | +14.2% | +248.2% | +227.7% |
| 5Y | +563.4% | +270.7% | +292.7% | +388.8% |
| All | +1,112.0% | +337.1% | +774.9% | +678.8% |
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