+213.7%
VT vs EL
+56.3%
+157.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -5.0% | +16.5% | -21.5% | -8.7% |
| 3M | -4.9% | +29.2% | -34.1% | -11.5% |
| 6M | -1.5% | +27.9% | -29.5% | -8.7% |
| YTD | +8.5% | +6.2% | +2.3% | +4.0% |
| 1Y | +11.4% | +27.2% | -15.8% | +1.3% |
| 3Y | +70.1% | +3.2% | +66.9% | +53.3% |
| 5Y | +53.7% | -66.0% | +119.7% | +102.4% |
| All | +213.7% | +56.3% | +157.4% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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