+68.0%
VXUS vs ELV
-1.5%
+69.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.1% | +1.0% | +1.2% | +2.1% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | -5.6% | +8.4% | -14.0% | -6.1% |
| 6M | -2.3% | +8.4% | -10.7% | -2.9% |
| YTD | +10.4% | +24.4% | -14.0% | +7.9% |
| 1Y | +13.1% | +33.5% | -20.4% | +9.9% |
| 3Y | +68.0% | -2.1% | +70.1% | +69.3% |
| All | +68.0% | -1.5% | +69.5% | +69.3% |
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