+258.9%
VZ vs ELV
+2,568.9%
-2,310.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +1.4% | +5.3% | -3.9% | +0.2% |
| 3M | -1.3% | +9.2% | -10.5% | -3.2% |
| 6M | -0.5% | +14.5% | -15.1% | -3.9% |
| YTD | +19.6% | +23.2% | -3.6% | +13.0% |
| 1Y | +22.4% | +38.0% | -15.7% | +12.6% |
| 3Y | +55.9% | -1.5% | +57.4% | +51.6% |
| 5Y | +20.4% | +8.5% | +11.9% | +13.4% |
| 10Y | +66.9% | +309.5% | -242.6% | +11.4% |
| All | +258.9% | +2,568.9% | -2,310.0% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling