+53.4%
VT vs EL
-65.9%
+119.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.3% |
| 7D | -4.2% | -1.1% | -3.1% | -4.0% |
| 30D | -5.8% | +15.3% | -21.1% | -8.4% |
| 3M | -5.2% | +24.2% | -29.5% | -9.6% |
| 6M | +0.1% | +30.9% | -30.7% | -5.8% |
| YTD | +8.2% | +3.9% | +4.4% | +5.4% |
| 1Y | +10.1% | +19.9% | -9.7% | +3.8% |
| 3Y | +69.7% | +2.5% | +67.2% | +55.8% |
| 5Y | +53.4% | -66.7% | +120.1% | +101.0% |
| All | +53.4% | -65.9% | +119.2% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling