+357.2%
ELF vs VIG
+259.6%
+97.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +6.3% | +1.0% | +5.3% | +5.0% |
| 30D | +8.5% | +4.5% | +4.0% | +2.7% |
| 3M | +24.4% | +2.1% | +22.4% | +21.4% |
| 6M | +94.7% | +10.5% | +84.3% | +72.7% |
| YTD | +55.9% | +15.1% | +40.8% | +32.1% |
| 1Y | +48.4% | +16.9% | +31.5% | +23.6% |
| 3Y | +24.6% | +65.6% | -40.9% | -28.3% |
| 5Y | +285.0% | +64.4% | +220.6% | +125.6% |
| 10Y | +357.2% | +260.6% | +96.6% | +25.7% |
| All | +357.2% | +259.6% | +97.6% | +25.7% |
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