+224.6%
VT vs EL
+63.7%
+160.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.7% | +12.3% | -14.0% | -4.7% |
| 3M | -2.3% | +28.4% | -30.7% | -9.0% |
| 6M | +1.5% | +36.7% | -35.2% | -7.5% |
| YTD | +12.0% | +8.4% | +3.7% | +6.8% |
| 1Y | +12.9% | +25.4% | -12.5% | +3.1% |
| 3Y | +74.9% | +3.4% | +71.5% | +57.9% |
| 5Y | +59.9% | -64.8% | +124.7% | +108.3% |
| 10Y | +224.6% | +63.0% | +161.7% | +159.6% |
| All | +224.6% | +63.7% | +160.9% | +159.6% |
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