+710.1%
VTV vs ELV
+1,188.4%
-478.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.3% | +6.7% | -8.0% | -3.5% |
| 3M | +5.6% | +3.0% | +2.7% | +4.0% |
| 6M | +12.4% | +48.0% | -35.6% | -1.9% |
| YTD | +17.6% | +20.0% | -2.4% | +8.8% |
| 1Y | +23.5% | +37.9% | -14.4% | +8.7% |
| 3Y | +67.0% | -2.8% | +69.9% | +60.2% |
| 5Y | +80.5% | +24.8% | +55.7% | +55.6% |
| 10Y | +230.6% | +275.1% | -44.5% | +84.8% |
| All | +710.1% | +1,188.4% | -478.3% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling