-51.5%
VTRS vs ELF
+317.0%
-368.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | -3.5% | -6.8% | +3.3% | -2.5% |
| 30D | +2.1% | +5.1% | -3.0% | +1.3% |
| 3M | +2.6% | +79.8% | -77.2% | -6.6% |
| 6M | +17.8% | +29.7% | -12.0% | +11.9% |
| YTD | +35.7% | +31.6% | +4.0% | +27.4% |
| 1Y | +63.5% | -27.9% | +91.4% | +66.3% |
| 3Y | +85.1% | -26.4% | +111.6% | +73.8% |
| 5Y | +42.5% | +235.6% | -193.1% | -5.5% |
| All | -51.5% | +317.0% | -368.5% | -74.8% |
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