+85.6%
VTRS vs ELF
-30.3%
+115.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | -3.3% | -10.8% | +7.5% | -2.3% |
| 30D | +1.4% | +0.8% | +0.6% | +1.3% |
| 3M | +4.6% | +64.8% | -60.1% | -0.4% |
| 6M | +18.1% | +19.0% | -0.9% | +15.5% |
| YTD | +34.7% | +25.9% | +8.7% | +30.0% |
| 1Y | +65.6% | -28.8% | +94.4% | +68.5% |
| All | +85.6% | -30.3% | +115.9% | +78.7% |
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 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