+25.5%
VZ vs ELF
+259.0%
-233.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | +0.1% | +5.4% | -5.3% | +0.1% |
| 30D | +7.9% | +27.0% | -19.1% | +8.0% |
| 3M | +13.6% | +113.2% | -99.5% | +14.2% |
| 6M | +1.1% | +36.6% | -35.5% | +1.3% |
| YTD | +29.3% | +44.2% | -14.9% | +29.6% |
| 1Y | +21.2% | -18.0% | +39.2% | +21.3% |
| 3Y | +75.9% | -19.9% | +95.8% | +74.8% |
| All | +25.5% | +259.0% | -233.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling