+1,187.3%
VUG vs ELV
+1,234.9%
-47.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +1.0% | +1.6% | +2.2% |
| 30D | -6.3% | +0.4% | -6.6% | -6.5% |
| 3M | -6.0% | +8.4% | -14.4% | -8.5% |
| 6M | -3.5% | +8.4% | -12.0% | -6.6% |
| YTD | +3.9% | +24.4% | -20.4% | -4.4% |
| 1Y | +5.1% | +33.5% | -28.4% | -5.5% |
| 3Y | +77.9% | -2.1% | +79.9% | +69.8% |
| 5Y | +62.4% | +5.8% | +56.6% | +48.9% |
| 10Y | +399.4% | +268.9% | +130.5% | +189.6% |
| All | +1,187.3% | +1,234.9% | -47.6% | +347.9% |
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