+897.3%
VST vs ELF
+326.1%
+571.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.8% | -5.6% |
| 7D | -19.9% | -2.7% | -17.2% | -19.6% |
| 30D | -29.7% | +6.9% | -36.5% | -30.5% |
| 3M | -19.6% | +27.2% | -46.8% | -22.9% |
| 6M | -29.4% | +84.9% | -114.3% | -36.9% |
| YTD | -29.7% | +44.5% | -74.2% | -35.2% |
| 1Y | -40.0% | -6.8% | -33.3% | -41.5% |
| 3Y | +231.0% | +14.2% | +216.7% | +199.6% |
| 5Y | +500.1% | +250.6% | +249.4% | +346.9% |
| 10Y | +1,004.2% | +318.0% | +686.2% | +611.6% |
| All | +897.3% | +326.1% | +571.2% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling