+1,216.9%
VST vs ELV
+280.3%
+936.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.9% |
| 7D | +8.9% | +3.3% | +5.6% | +8.1% |
| 30D | +6.2% | +4.2% | +2.0% | +5.2% |
| 3M | -2.7% | -0.1% | -2.7% | -3.1% |
| 6M | -8.4% | +41.3% | -49.6% | -16.1% |
| YTD | -7.2% | +17.4% | -24.6% | -11.7% |
| 1Y | -20.9% | +35.1% | -56.0% | -27.4% |
| 3Y | +384.0% | -3.2% | +387.2% | +367.1% |
| 5Y | +757.1% | +15.6% | +741.5% | +665.8% |
| All | +1,216.9% | +280.3% | +936.5% | +1,060.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling