+64.0%
VZ vs ELF
+357.0%
-292.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +13.6% | +113.2% | -99.5% | +11.1% |
| 6M | +1.1% | +36.6% | -35.5% | 0.0% |
| YTD | +29.3% | +44.2% | -14.9% | +27.5% |
| 1Y | +21.2% | -18.0% | +39.2% | +21.3% |
| 3Y | +75.9% | -19.9% | +95.8% | +72.7% |
| 5Y | +24.1% | +257.7% | -233.6% | +9.1% |
| All | +64.0% | +357.0% | -292.9% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling