+740.0%
VTV vs EL
+615.8%
+124.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.9% | +1.5% | +1.4% | +2.4% |
| 30D | +3.8% | +10.0% | -6.2% | +0.7% |
| 3M | +1.6% | +28.4% | -26.9% | -6.6% |
| 6M | +11.2% | +37.1% | -25.9% | -0.5% |
| YTD | +22.0% | +7.8% | +14.2% | +15.1% |
| 1Y | +24.9% | +26.0% | -1.2% | +11.8% |
| 3Y | +78.5% | +3.8% | +74.6% | +57.8% |
| 5Y | +77.8% | -65.2% | +143.0% | +124.1% |
| 10Y | +231.1% | +62.1% | +168.9% | +118.4% |
| All | +740.0% | +615.8% | +124.2% | +168.5% |
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