+80.6%
VTV vs ELF
+217.5%
-136.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.1% | -11.6% | +10.5% | -0.2% |
| 30D | -1.0% | +4.6% | -5.7% | -1.4% |
| 3M | +4.6% | +59.7% | -55.1% | +0.8% |
| 6M | +13.5% | +21.2% | -7.7% | +11.3% |
| YTD | +18.5% | +27.4% | -8.9% | +15.4% |
| 1Y | +22.9% | -29.8% | +52.7% | +24.3% |
| 3Y | +67.8% | -28.5% | +96.3% | +60.7% |
| All | +80.6% | +217.5% | -136.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling