+1,205.2%
VST vs ELF
+354.8%
+850.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.9% |
| 7D | -0.5% | +7.8% | -8.3% | -1.6% |
| 30D | -17.1% | +9.3% | -26.3% | -18.2% |
| 3M | -4.6% | +21.2% | -25.8% | -7.7% |
| 6M | -9.1% | +96.1% | -105.2% | -19.4% |
| YTD | -16.6% | +57.0% | -73.6% | -24.1% |
| 1Y | -29.5% | +61.9% | -91.3% | -36.3% |
| 3Y | +297.5% | +20.0% | +277.5% | +257.0% |
| 5Y | +654.5% | +284.8% | +369.8% | +453.1% |
| 10Y | +1,205.2% | +364.2% | +841.0% | +741.3% |
| All | +1,205.2% | +354.8% | +850.4% | +741.3% |
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