+769.3%
VST vs ELF
+259.0%
+510.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.2% |
| 7D | +8.9% | +5.4% | +3.6% | +7.9% |
| 30D | +6.2% | +27.0% | -20.8% | +1.7% |
| 3M | -2.7% | +113.2% | -115.9% | -15.9% |
| 6M | -8.4% | +36.6% | -44.9% | -14.6% |
| YTD | -7.2% | +44.2% | -51.4% | -15.0% |
| 1Y | -20.9% | -18.0% | -2.9% | -20.7% |
| 3Y | +384.0% | -19.9% | +403.9% | +354.0% |
| All | +769.3% | +259.0% | +510.4% | +500.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling