-67.4%
EL price history and return analytics
+66.2%
-133.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.4% |
| 7D | +1.7% | +1.0% | +0.7% | +0.2% |
| 30D | +15.5% | -0.2% | +15.7% | +16.0% |
| 3M | +20.6% | +4.5% | +16.0% | +13.1% |
| 6M | +10.5% | +14.1% | -3.6% | -8.9% |
| YTD | -1.9% | +14.8% | -16.6% | -19.4% |
| 1Y | +16.1% | +21.2% | -5.1% | -11.7% |
| 3Y | -30.2% | +76.6% | -106.8% | -68.5% |
| 5Y | -67.4% | +66.6% | -134.0% | -83.2% |
| All | -67.4% | +66.2% | -133.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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