+63.0%
EL vs VO
+202.1%
-139.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -2.3% |
| 7D | +0.3% | +0.2% | 0.0% | 0.0% |
| 30D | +12.3% | +2.0% | +10.3% | +9.9% |
| 3M | +28.4% | -0.3% | +28.7% | +28.8% |
| 6M | +36.7% | +7.3% | +29.4% | +26.9% |
| YTD | +8.4% | +15.0% | -6.6% | -6.1% |
| 1Y | +25.4% | +14.7% | +10.7% | +8.9% |
| 3Y | +3.4% | +67.3% | -63.9% | -37.4% |
| 5Y | -64.8% | +38.8% | -103.6% | -74.2% |
| 10Y | +63.0% | +201.6% | -138.6% | -39.2% |
| All | +63.0% | +202.1% | -139.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling