+349.1%
VT vs ELV
+1,051.1%
-702.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -2.3% | +1.3% | -3.6% | -2.8% |
| 30D | -5.0% | +5.3% | -10.2% | -6.7% |
| 3M | -4.9% | +9.2% | -14.1% | -7.9% |
| 6M | -1.5% | +14.5% | -16.1% | -6.9% |
| YTD | +8.5% | +23.2% | -14.7% | -1.2% |
| 1Y | +11.4% | +38.0% | -26.7% | -2.8% |
| 3Y | +70.1% | -1.5% | +71.6% | +61.2% |
| 5Y | +53.7% | +8.5% | +45.2% | +37.2% |
| 10Y | +220.0% | +309.5% | -89.5% | +52.2% |
| All | +349.1% | +1,051.1% | -702.1% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling