+54.6%
VXUS vs ELV
+13.8%
+40.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | +4.8% | -6.1% | +10.9% | +5.3% |
| 6M | +11.3% | +42.8% | -31.5% | +6.0% |
| YTD | +16.5% | +14.4% | +2.1% | +13.6% |
| 1Y | +24.3% | +28.6% | -4.3% | +19.1% |
| 3Y | +74.5% | -7.4% | +81.9% | +73.1% |
| All | +54.6% | +13.8% | +40.8% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling