+66.6%
VT vs ELV
+15.3%
+51.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.2% |
| 7D | +0.4% | +3.3% | -2.9% | 0.0% |
| 30D | +1.0% | +4.2% | -3.2% | +0.4% |
| 3M | +2.4% | -0.1% | +2.4% | +2.2% |
| 6M | +12.0% | +41.3% | -29.2% | +6.1% |
| YTD | +15.3% | +17.4% | -2.1% | +11.8% |
| 1Y | +22.6% | +35.1% | -12.5% | +15.9% |
| 3Y | +74.7% | -3.2% | +77.9% | +71.9% |
| All | +66.6% | +15.3% | +51.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling