+5.2%
VUG vs ELV
+42.6%
-37.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.5% |
| 7D | -3.0% | +4.8% | -7.8% | -3.1% |
| 30D | -6.4% | +10.1% | -16.5% | -6.6% |
| 3M | -3.2% | +15.4% | -18.6% | -3.5% |
| 6M | +3.1% | +17.7% | -14.6% | +2.6% |
| YTD | +6.3% | +25.7% | -19.4% | +4.7% |
| 1Y | +5.2% | +39.9% | -34.7% | +3.7% |
| All | +5.2% | +42.6% | -37.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling