+46.0%
ELF vs VCLT
-4.8%
+50.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -2.6% |
| 7D | +3.4% | -1.9% | +5.3% | +5.8% |
| 30D | +5.0% | +1.4% | +3.5% | +3.4% |
| 3M | +22.6% | -1.8% | +24.3% | +25.1% |
| 6M | +104.0% | -3.9% | +107.9% | +111.6% |
| YTD | +49.3% | -3.9% | +53.2% | +53.4% |
| 1Y | +46.0% | -4.7% | +50.8% | +54.2% |
| All | +46.0% | -4.8% | +50.8% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling