+1,099.1%
VTI vs ELV
+2,378.1%
-1,279.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | -0.4% | -2.2% | +1.9% | +0.3% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +3.6% | -6.1% | +9.7% | +4.9% |
| 6M | +13.0% | +42.8% | -29.8% | +0.6% |
| YTD | +12.7% | +14.4% | -1.7% | +6.3% |
| 1Y | +18.4% | +28.6% | -10.2% | +7.3% |
| 3Y | +76.4% | -7.4% | +83.8% | +71.7% |
| 5Y | +73.7% | +14.5% | +59.2% | +54.9% |
| 10Y | +302.5% | +257.4% | +45.1% | +136.6% |
| All | +1,099.1% | +2,378.1% | -1,279.0% | +302.5% |
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 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