-20.9%
VST vs ELV
+34.8%
-55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.5% |
| 7D | +8.9% | +3.3% | +5.6% | +8.9% |
| 30D | +6.2% | +4.2% | +2.0% | +6.2% |
| 3M | -2.7% | -0.1% | -2.7% | -2.7% |
| 6M | -8.4% | +41.3% | -49.6% | -11.2% |
| YTD | -7.2% | +17.4% | -24.6% | -8.8% |
| 1Y | -20.9% | +35.1% | -56.0% | -16.9% |
| All | -20.9% | +34.8% | -55.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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