+223.0%
VT vs EL
+31.9%
+191.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | +0.4% | +0.8% | -0.3% | +0.2% |
| 30D | +1.0% | +19.8% | -18.9% | -4.0% |
| 3M | +2.4% | +25.7% | -23.3% | -4.1% |
| 6M | +12.0% | +5.4% | +6.6% | +8.9% |
| YTD | +15.3% | +0.2% | +15.1% | +12.5% |
| 1Y | +22.6% | +20.4% | +2.1% | +12.8% |
| 3Y | +74.7% | -32.1% | +106.8% | +80.7% |
| 5Y | +66.1% | -67.2% | +133.3% | +119.9% |
| All | +223.0% | +31.9% | +191.1% | +170.5% |
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