+412.4%
VUG vs ELV
+258.8%
+153.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | +2.8% | -6.1% | +8.9% | +4.0% |
| 6M | +13.6% | +42.8% | -29.2% | +2.9% |
| YTD | +8.1% | +14.4% | -6.3% | +2.8% |
| 1Y | +13.1% | +28.6% | -15.5% | +3.8% |
| 3Y | +87.0% | -7.4% | +94.4% | +82.8% |
| 5Y | +76.0% | +14.5% | +61.5% | +56.7% |
| All | +412.4% | +258.8% | +153.5% | +237.1% |
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