+51.8%
VZ vs ELF
+383.9%
-332.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.7% | -1.1% |
| 7D | +2.1% | +4.0% | -1.8% | +2.0% |
| 30D | +1.4% | +10.6% | -9.2% | +1.1% |
| 3M | -1.3% | +25.8% | -27.1% | -2.0% |
| 6M | -0.5% | +89.1% | -89.6% | -2.5% |
| YTD | +19.6% | +52.7% | -33.1% | +17.8% |
| 1Y | +22.4% | +51.7% | -29.4% | +20.4% |
| 3Y | +55.9% | +14.2% | +41.7% | +50.4% |
| 5Y | +20.4% | +270.7% | -250.3% | +5.9% |
| 10Y | +66.9% | +341.9% | -275.0% | +38.1% |
| All | +51.8% | +383.9% | -332.1% | +25.7% |
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 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