+213.7%
VT vs ELV
+303.6%
-89.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -5.0% | +5.3% | -10.2% | -6.2% |
| 3M | -4.9% | +9.2% | -14.1% | -7.1% |
| 6M | -1.5% | +14.5% | -16.1% | -5.5% |
| YTD | +8.5% | +23.2% | -14.7% | +1.3% |
| 1Y | +11.4% | +38.0% | -26.7% | +0.6% |
| 3Y | +70.1% | -1.5% | +71.6% | +64.2% |
| 5Y | +53.7% | +8.5% | +45.2% | +41.2% |
| All | +213.7% | +303.6% | -89.9% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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