+361.1%
VST vs ELV
-4.6%
+365.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.4% |
| 7D | +8.9% | +3.3% | +5.6% | +9.1% |
| 30D | +6.2% | +4.2% | +2.0% | +6.5% |
| 3M | -2.7% | -0.1% | -2.7% | -2.6% |
| 6M | -8.4% | +41.3% | -49.6% | -6.7% |
| YTD | -7.2% | +17.4% | -24.6% | -6.2% |
| 1Y | -20.9% | +35.1% | -56.0% | -18.7% |
| All | +361.1% | -4.6% | +365.7% | +361.5% |
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