-18.0%
ELF vs VIG
+16.9%
-34.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.0% |
| 7D | +5.4% | -0.4% | +5.8% | +6.2% |
| 30D | +27.0% | -1.0% | +27.9% | +29.5% |
| 3M | +113.2% | +2.8% | +110.4% | +102.3% |
| 6M | +36.6% | +8.2% | +28.4% | +16.6% |
| YTD | +44.2% | +11.0% | +33.2% | +15.5% |
| 1Y | -18.0% | +16.1% | -34.1% | -38.2% |
| All | -18.0% | +16.9% | -34.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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