+89.9%
VTR vs ELF
+303.8%
-213.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.3% | -11.6% | +11.3% | +1.3% |
| 30D | +1.1% | +4.6% | -3.5% | +0.3% |
| 3M | +7.9% | +59.7% | -51.8% | +0.7% |
| 6M | +6.2% | +21.2% | -15.1% | +2.3% |
| YTD | +17.7% | +27.4% | -9.7% | +11.8% |
| 1Y | +32.9% | -29.8% | +62.7% | +35.1% |
| 3Y | +129.7% | -28.5% | +158.1% | +113.2% |
| 5Y | +89.3% | +220.0% | -130.7% | +16.1% |
| All | +89.9% | +303.8% | -213.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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