+572.2%
EL vs VO
+827.2%
-255.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.2% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | +19.8% | -0.3% | +20.2% | +20.2% |
| 3M | +25.7% | +2.9% | +22.8% | +22.6% |
| 6M | +5.4% | +9.3% | -3.9% | -2.3% |
| YTD | +0.2% | +14.2% | -14.0% | -10.4% |
| 1Y | +20.4% | +15.3% | +5.2% | +7.0% |
| 3Y | -32.1% | +56.2% | -88.4% | -52.6% |
| 5Y | -67.2% | +42.4% | -109.6% | -74.8% |
| 10Y | +31.7% | +194.7% | -163.0% | -43.2% |
| All | +572.2% | +827.2% | -255.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling