+632.4%
EL vs VO
+822.3%
-189.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +0.4% |
| 7D | +8.0% | -0.1% | +8.1% | +8.2% |
| 30D | +15.4% | +0.5% | +14.9% | +14.9% |
| 3M | +28.5% | -1.0% | +29.5% | +29.7% |
| 6M | +32.2% | +6.4% | +25.8% | +25.3% |
| YTD | +9.2% | +13.6% | -4.4% | -1.9% |
| 1Y | +30.8% | +14.5% | +16.3% | +16.8% |
| 3Y | +3.7% | +67.2% | -63.5% | -31.6% |
| 5Y | -64.8% | +36.1% | -100.9% | -71.9% |
| 10Y | +60.0% | +199.3% | -139.3% | -31.8% |
| All | +632.4% | +822.3% | -189.9% | +37.5% |
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