+293.6%
ELF vs VIG
+242.3%
+51.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -3.9% |
| 7D | -1.2% | -0.4% | -0.8% | -0.6% |
| 30D | +5.9% | -2.1% | +8.0% | +8.7% |
| 3M | +99.5% | +3.3% | +96.2% | +92.2% |
| 6M | +26.5% | +9.3% | +17.2% | +14.0% |
| YTD | +37.2% | +10.1% | +27.0% | +22.7% |
| 1Y | -24.4% | +14.7% | -39.1% | -35.2% |
| 3Y | -23.3% | +56.9% | -80.3% | -52.9% |
| 5Y | +245.2% | +62.9% | +182.3% | +105.8% |
| All | +293.6% | +242.3% | +51.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling