+66.6%
VTV vs EL
-34.4%
+101.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -2.1% | -4.4% | +2.3% | -1.6% |
| 30D | -1.3% | +10.3% | -11.6% | -2.5% |
| 3M | +5.6% | +13.4% | -7.7% | +3.9% |
| 6M | +12.4% | +3.1% | +9.3% | +11.3% |
| YTD | +17.6% | -6.9% | +24.6% | +17.4% |
| 1Y | +23.5% | +11.9% | +11.6% | +20.2% |
| All | +66.6% | -34.4% | +101.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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