-100.0%
ELAB vs VOO
+74.8%
-174.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -3.4% |
| 7D | -13.2% | -0.8% | -12.5% | -11.9% |
| 30D | -49.8% | -1.1% | -48.7% | -48.8% |
| 3M | -71.0% | +3.9% | -74.9% | -73.0% |
| 6M | -89.8% | +13.6% | -103.5% | -92.1% |
| YTD | -98.7% | +12.7% | -111.4% | -99.0% |
| 1Y | -99.6% | +17.6% | -117.2% | -99.7% |
| All | -100.0% | +74.8% | -174.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling