+608.4%
VST vs ELV
+5.9%
+602.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +1.0% | +5.6% | +6.5% |
| 30D | -12.4% | +0.4% | -12.7% | -12.4% |
| 3M | -9.0% | +8.4% | -17.4% | -9.5% |
| 6M | -6.4% | +8.4% | -14.9% | -7.1% |
| YTD | -17.2% | +24.4% | -41.6% | -18.9% |
| 1Y | -22.0% | +33.5% | -55.5% | -24.1% |
| 3Y | +296.7% | -2.1% | +298.7% | +298.1% |
| All | +608.4% | +5.9% | +602.5% | +587.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling