+1,162.4%
VST vs ELF
+357.0%
+805.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -6.0% | +6.3% | -12.3% | -6.9% |
| 30D | -18.8% | +8.5% | -27.3% | -19.8% |
| 3M | -8.0% | +24.4% | -32.5% | -11.3% |
| 6M | -10.9% | +94.7% | -105.7% | -21.0% |
| YTD | -18.3% | +55.9% | -74.2% | -25.6% |
| 1Y | -29.9% | +48.4% | -78.3% | -35.7% |
| 3Y | +290.3% | +24.6% | +265.7% | +248.8% |
| 5Y | +635.3% | +285.0% | +350.3% | +439.1% |
| 10Y | +1,162.4% | +357.2% | +805.1% | +712.2% |
| All | +1,162.4% | +357.0% | +805.3% | +712.2% |
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