+350.4%
ELF vs VCLT
+16.3%
+334.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +7.8% | +1.2% | +6.6% | +6.9% |
| 30D | +9.3% | +3.4% | +5.9% | +6.9% |
| 3M | +21.2% | -0.9% | +22.0% | +22.0% |
| 6M | +96.1% | -3.1% | +99.3% | +100.6% |
| YTD | +57.0% | -2.4% | +59.3% | +59.6% |
| 1Y | +61.9% | -2.7% | +64.5% | +65.0% |
| 3Y | +20.0% | +16.9% | +3.1% | +9.0% |
| 5Y | +284.8% | -17.0% | +301.7% | +326.7% |
| 10Y | +364.2% | +22.1% | +342.1% | +342.2% |
| All | +350.4% | +16.3% | +334.1% | +364.1% |
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