+88.8%
VTR vs ELF
+391.6%
-302.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.3% |
| 7D | +0.2% | +1.6% | -1.4% | 0.0% |
| 30D | +5.5% | +9.1% | -3.6% | +4.1% |
| 3M | -0.9% | +28.2% | -29.1% | -4.4% |
| 6M | -0.4% | +119.5% | -119.9% | -11.2% |
| YTD | +17.0% | +55.2% | -38.1% | +8.1% |
| 1Y | +18.0% | +58.6% | -40.6% | +8.4% |
| 3Y | +127.4% | +21.3% | +106.1% | +91.9% |
| 5Y | +92.3% | +276.2% | -183.9% | +16.0% |
| 10Y | +129.6% | +337.0% | -207.4% | +10.6% |
| All | +88.8% | +391.6% | -302.8% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling