+20.3%
VZ vs ELF
+53.2%
-32.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.4% |
| 7D | +1.5% | +1.6% | -0.1% | +1.5% |
| 30D | +4.4% | +9.1% | -4.7% | +4.5% |
| 3M | -2.4% | +28.2% | -30.5% | -2.3% |
| 6M | +1.4% | +119.5% | -118.1% | +1.9% |
| YTD | +21.4% | +55.2% | -33.8% | +21.2% |
| 1Y | +20.3% | +58.6% | -38.3% | +19.7% |
| All | +20.3% | +53.2% | -32.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling