+313.8%
ELF vs VCLT
+16.7%
+297.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +5.4% | -0.5% | +5.9% | +5.7% |
| 30D | +27.0% | -0.9% | +27.8% | +27.8% |
| 3M | +113.2% | -3.2% | +116.4% | +118.1% |
| 6M | +36.6% | -3.8% | +40.4% | +40.2% |
| YTD | +44.2% | -2.0% | +46.2% | +46.3% |
| 1Y | -18.0% | -0.8% | -17.2% | -17.7% |
| 3Y | -19.9% | +12.3% | -32.2% | -25.6% |
| 5Y | +257.7% | -15.4% | +273.1% | +291.4% |
| All | +313.8% | +16.7% | +297.1% | +325.4% |
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