+347.0%
ELF vs VCLT
+15.3%
+331.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | +4.3% | -0.6% | +4.8% | +4.7% |
| 30D | +7.7% | +2.3% | +5.5% | +6.2% |
| 3M | +24.7% | -0.9% | +25.6% | +25.6% |
| 6M | +114.6% | -3.6% | +118.2% | +120.2% |
| YTD | +55.8% | -3.2% | +58.9% | +59.3% |
| 1Y | +51.9% | -4.2% | +56.1% | +56.5% |
| 3Y | +24.6% | +15.0% | +9.6% | +14.4% |
| 5Y | +279.2% | -16.2% | +295.4% | +318.4% |
| 10Y | +338.7% | +22.4% | +316.4% | +317.5% |
| All | +347.0% | +15.3% | +331.7% | +363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling