+219.2%
VT vs ELV
+280.6%
-61.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.1% |
| 7D | -0.1% | +3.8% | -4.0% | -1.1% |
| 30D | -3.1% | +4.1% | -7.2% | -4.1% |
| 3M | -3.5% | +8.5% | -12.0% | -5.6% |
| 6M | +0.5% | +14.6% | -14.1% | -3.7% |
| YTD | +10.8% | +24.4% | -13.6% | +3.1% |
| 1Y | +11.9% | +44.2% | -32.4% | -0.1% |
| 3Y | +73.0% | -1.4% | +74.4% | +67.0% |
| 5Y | +58.6% | +8.8% | +49.8% | +45.6% |
| 10Y | +219.2% | +268.4% | -49.2% | +113.6% |
| All | +219.2% | +280.6% | -61.4% | +113.6% |
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