+232.0%
VTV vs ELF
+357.0%
-125.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.5% |
| 7D | +0.5% | +5.4% | -4.8% | 0.0% |
| 30D | +1.1% | +27.0% | -25.9% | -1.4% |
| 3M | +5.9% | +113.2% | -107.3% | -2.4% |
| 6M | +11.6% | +36.6% | -24.9% | +7.3% |
| YTD | +19.8% | +44.2% | -24.4% | +14.1% |
| 1Y | +26.2% | -18.0% | +44.2% | +25.9% |
| 3Y | +68.5% | -19.9% | +88.4% | +59.8% |
| 5Y | +79.9% | +257.7% | -177.8% | +34.2% |
| All | +232.0% | +357.0% | -125.0% | +119.6% |
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