+654.5%
VST vs ELF
+284.3%
+370.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.8% |
| 7D | -0.5% | +7.8% | -8.3% | -1.7% |
| 30D | -17.1% | +9.3% | -26.3% | -18.3% |
| 3M | -4.6% | +21.2% | -25.8% | -7.9% |
| 6M | -9.1% | +96.1% | -105.2% | -20.3% |
| YTD | -16.6% | +57.0% | -73.6% | -24.7% |
| 1Y | -29.5% | +61.9% | -91.3% | -36.9% |
| 3Y | +297.5% | +20.0% | +277.5% | +254.9% |
| 5Y | +654.5% | +284.8% | +369.8% | +437.8% |
| All | +654.5% | +284.3% | +370.3% | +437.8% |
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 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