+338.7%
ELF vs VIG
+264.3%
+74.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.0% |
| 7D | +4.3% | -0.3% | +4.6% | +4.6% |
| 30D | +7.7% | +4.9% | +2.8% | +1.5% |
| 3M | +24.7% | +2.9% | +21.8% | +20.4% |
| 6M | +114.6% | +11.2% | +103.4% | +88.8% |
| YTD | +55.8% | +16.0% | +39.8% | +30.7% |
| 1Y | +51.9% | +17.0% | +35.0% | +26.4% |
| 3Y | +24.6% | +66.9% | -42.3% | -29.0% |
| 5Y | +279.2% | +65.8% | +213.4% | +119.8% |
| 10Y | +338.7% | +263.6% | +75.1% | +17.1% |
| All | +338.7% | +264.3% | +74.4% | +17.1% |
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