-51.5%
VTRS vs ELF
+303.8%
-355.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -2.2% | -11.6% | +9.4% | -0.4% |
| 30D | +3.3% | +4.6% | -1.3% | +2.5% |
| 3M | +2.0% | +59.7% | -57.7% | -5.5% |
| 6M | +19.9% | +21.2% | -1.3% | +15.1% |
| YTD | +35.7% | +27.4% | +8.3% | +28.1% |
| 1Y | +68.1% | -29.8% | +97.9% | +71.6% |
| 3Y | +87.1% | -28.5% | +115.5% | +76.4% |
| 5Y | +47.6% | +220.0% | -172.4% | -1.3% |
| All | -51.5% | +303.8% | -355.2% | -74.7% |
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