+718.4%
VTV vs EL
+551.3%
+167.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | +0.1% | +15.5% | -15.3% | -4.6% |
| 3M | +6.2% | +20.6% | -14.3% | -0.4% |
| 6M | +13.5% | +10.5% | +3.0% | +7.9% |
| YTD | +18.9% | -1.9% | +20.7% | +15.8% |
| 1Y | +25.8% | +16.1% | +9.7% | +15.2% |
| 3Y | +68.7% | -30.2% | +99.0% | +69.7% |
| 5Y | +80.3% | -67.4% | +147.7% | +131.4% |
| 10Y | +226.3% | +31.2% | +195.1% | +132.4% |
| All | +718.4% | +551.3% | +167.0% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling