+228.7%
VTV vs ELV
+280.2%
-51.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.1% | +3.2% | -4.3% | -2.0% |
| 30D | -1.0% | +5.4% | -6.4% | -2.6% |
| 3M | +4.6% | +5.4% | -0.7% | +2.5% |
| 6M | +13.5% | +45.7% | -32.2% | +0.6% |
| YTD | +18.5% | +21.2% | -2.7% | +10.1% |
| 1Y | +22.9% | +35.6% | -12.7% | +9.8% |
| 3Y | +67.8% | -2.0% | +69.9% | +61.6% |
| 5Y | +81.8% | +26.0% | +55.8% | +56.1% |
| All | +228.7% | +280.2% | -51.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling