+262.4%
VST vs ELV
-0.8%
+263.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.0% | +10.4% |
| 7D | -9.8% | +1.3% | -11.1% | -9.6% |
| 30D | -25.1% | +5.3% | -30.4% | -24.8% |
| 3M | -11.6% | +9.2% | -20.8% | -10.9% |
| 6M | -20.9% | +14.5% | -35.5% | -19.9% |
| YTD | -22.3% | +23.2% | -45.5% | -20.9% |
| 1Y | -32.0% | +38.0% | -70.1% | -29.9% |
| 3Y | +262.4% | -1.5% | +263.9% | +270.2% |
| All | +262.4% | -0.8% | +263.2% | +270.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling