+367.1%
VT vs EL
+514.1%
-147.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -0.4% |
| 7D | -0.3% | +2.5% | -2.8% | -1.2% |
| 30D | -1.4% | +20.1% | -21.5% | -7.5% |
| 3M | -1.4% | +29.3% | -30.7% | -10.5% |
| 6M | +5.5% | +38.8% | -33.3% | -7.3% |
| YTD | +12.8% | +8.1% | +4.7% | +5.7% |
| 1Y | +15.4% | +22.3% | -6.9% | +3.1% |
| 3Y | +76.9% | +6.7% | +70.2% | +52.1% |
| 5Y | +60.4% | -64.4% | +124.8% | +109.2% |
| 10Y | +232.8% | +61.2% | +171.6% | +104.4% |
| All | +367.1% | +514.1% | -147.1% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling