+224.6%
VT vs ELV
+269.1%
-44.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -1.7% | +1.8% | -3.5% | -2.3% |
| 3M | -2.3% | +10.5% | -12.8% | -4.9% |
| 6M | +1.5% | +13.5% | -11.9% | -2.4% |
| YTD | +12.0% | +24.3% | -12.3% | +4.3% |
| 1Y | +12.9% | +38.9% | -26.1% | +1.8% |
| 3Y | +74.9% | -1.5% | +76.4% | +69.0% |
| 5Y | +59.9% | +7.3% | +52.6% | +47.5% |
| 10Y | +224.6% | +268.7% | -44.1% | +117.5% |
| All | +224.6% | +269.1% | -44.5% | +117.5% |
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