+129.4%
VTR vs ELF
-24.1%
+153.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.4% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | -3.7% | +5.9% | -9.6% | -3.7% |
| 3M | +13.5% | +99.5% | -86.0% | +13.6% |
| 6M | +7.2% | +26.5% | -19.3% | +7.2% |
| YTD | +17.6% | +37.2% | -19.6% | +17.6% |
| 1Y | +35.4% | -24.4% | +59.8% | +35.3% |
| All | +129.4% | -24.1% | +153.5% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling