+377.4%
VT vs ELV
+997.4%
-619.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.6% |
| 7D | +0.4% | +3.3% | -2.9% | -0.7% |
| 30D | +1.0% | +4.2% | -3.2% | -0.5% |
| 3M | +2.4% | -0.1% | +2.4% | +1.7% |
| 6M | +12.0% | +41.3% | -29.2% | -1.4% |
| YTD | +15.3% | +17.4% | -2.1% | +7.0% |
| 1Y | +22.6% | +35.1% | -12.5% | +7.8% |
| 3Y | +74.7% | -3.2% | +77.9% | +66.5% |
| 5Y | +66.1% | +15.6% | +50.5% | +44.0% |
| 10Y | +225.0% | +276.8% | -51.8% | +59.4% |
| All | +377.4% | +997.4% | -619.9% | +20.8% |
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