-66.0%
EL vs VO
+32.6%
-98.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.4% |
| 7D | +0.8% | -2.6% | +3.3% | +4.3% |
| 30D | +16.5% | -0.9% | +17.5% | +17.9% |
| 3M | +29.2% | -3.0% | +32.2% | +34.4% |
| 6M | +27.9% | +2.2% | +25.7% | +24.2% |
| YTD | +6.2% | +10.6% | -4.4% | -6.4% |
| 1Y | +27.2% | +12.5% | +14.7% | +9.5% |
| 3Y | +3.2% | +61.4% | -58.2% | -41.9% |
| All | -66.0% | +32.6% | -98.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling