-28.5%
VST vs ELF
+57.2%
-85.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +7.1% |
| 7D | -0.5% | +7.8% | -8.3% | -1.0% |
| 30D | -17.1% | +9.3% | -26.3% | -17.5% |
| 3M | -4.6% | +21.2% | -25.8% | -5.6% |
| 6M | -9.1% | +96.1% | -105.2% | -13.4% |
| YTD | -16.6% | +57.0% | -73.6% | -19.1% |
| All | -28.5% | +57.2% | -85.7% | -30.2% |
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 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