+1,238.2%
VST vs ELV
+275.1%
+963.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +9.9% | -0.3% | +10.2% | +9.9% |
| 30D | +7.9% | +2.0% | +6.0% | +7.4% |
| 3M | +3.4% | -3.5% | +6.9% | +3.8% |
| 6M | -4.1% | +40.2% | -44.3% | -12.1% |
| YTD | -5.7% | +15.8% | -21.5% | -10.1% |
| 1Y | -18.9% | +33.2% | -52.1% | -25.4% |
| 3Y | +359.1% | -6.2% | +365.3% | +346.9% |
| 5Y | +766.9% | +16.4% | +750.5% | +671.4% |
| All | +1,238.2% | +275.1% | +963.1% | +1,082.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling