+75.8%
VXUS vs ELV
-6.4%
+82.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +1.0% | +2.0% | -1.0% | +0.9% |
| 3M | +5.7% | -3.5% | +9.1% | +5.8% |
| 6M | +13.6% | +40.2% | -26.6% | +10.3% |
| YTD | +17.4% | +15.8% | +1.6% | +15.3% |
| 1Y | +25.1% | +33.2% | -8.1% | +21.3% |
| 3Y | +75.8% | -6.2% | +82.1% | +74.1% |
| All | +75.8% | -6.4% | +82.2% | +74.1% |
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 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