+62.5%
VWO vs ELV
-2.1%
+64.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.8% | +3.2% | -5.0% | -1.9% |
| 30D | -0.1% | +5.4% | -5.5% | -0.3% |
| 3M | +2.2% | +5.4% | -3.1% | +1.9% |
| 6M | +8.8% | +45.7% | -37.0% | +6.0% |
| YTD | +12.4% | +21.2% | -8.8% | +10.5% |
| 1Y | +15.6% | +35.6% | -20.0% | +12.8% |
| 3Y | +62.5% | -2.0% | +64.5% | +61.6% |
| All | +62.5% | -2.1% | +64.6% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling