+28.3%
EL vs VO
+193.0%
-164.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.0% |
| 7D | -2.4% | -0.6% | -1.8% | -1.7% |
| 30D | +13.7% | -1.9% | +15.6% | +16.1% |
| 3M | +14.5% | +3.3% | +11.2% | +10.8% |
| 6M | +7.4% | +9.7% | -2.3% | -2.5% |
| YTD | -4.7% | +12.6% | -17.3% | -15.5% |
| 1Y | +12.9% | +13.6% | -0.7% | -0.7% |
| 3Y | -32.2% | +56.8% | -89.0% | -56.1% |
| 5Y | -68.4% | +42.3% | -110.7% | -77.2% |
| 10Y | +28.3% | +199.2% | -170.9% | -51.3% |
| All | +28.3% | +193.0% | -164.7% | -51.3% |
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