-68.4%
EL vs VOO
+81.6%
-150.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -2.4% | -0.4% | -2.0% | -1.9% |
| 30D | +13.7% | -1.4% | +15.0% | +15.8% |
| 3M | +14.5% | +3.7% | +10.8% | +9.2% |
| 6M | +7.4% | +13.0% | -5.6% | -8.5% |
| YTD | -4.7% | +12.4% | -17.1% | -18.0% |
| 1Y | +12.9% | +18.6% | -5.7% | -9.2% |
| 3Y | -32.2% | +78.1% | -110.3% | -67.5% |
| 5Y | -68.4% | +82.3% | -150.7% | -84.6% |
| All | -68.4% | +81.6% | -150.0% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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