+66.6%
VT vs EL
-67.1%
+133.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.6% |
| 7D | +0.4% | +0.8% | -0.3% | +0.3% |
| 30D | +1.0% | +19.8% | -18.9% | -2.8% |
| 3M | +2.4% | +25.7% | -23.3% | -2.5% |
| 6M | +12.0% | +5.4% | +6.6% | +9.7% |
| YTD | +15.3% | +0.2% | +15.1% | +13.3% |
| 1Y | +22.6% | +20.4% | +2.1% | +15.2% |
| 3Y | +74.7% | -32.1% | +106.8% | +80.9% |
| All | +66.6% | -67.1% | +133.7% | +118.2% |
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