+293.6%
ELF vs VCLT
+16.7%
+277.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | +5.9% | -0.6% | +6.5% | +6.4% |
| 3M | +99.5% | -2.2% | +101.8% | +102.7% |
| 6M | +26.5% | -2.9% | +29.4% | +29.1% |
| YTD | +37.2% | -2.1% | +39.2% | +39.2% |
| 1Y | -24.4% | -2.6% | -21.8% | -23.2% |
| 3Y | -23.3% | +12.5% | -35.8% | -28.8% |
| 5Y | +245.2% | -15.3% | +260.5% | +277.4% |
| All | +293.6% | +16.7% | +277.0% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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