-19.5%
ELF vs VIG
+56.4%
-75.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.9% |
| 7D | +5.4% | -0.4% | +5.8% | +6.1% |
| 30D | +27.0% | -1.0% | +27.9% | +29.2% |
| 3M | +113.2% | +2.8% | +110.4% | +103.9% |
| 6M | +36.6% | +8.2% | +28.4% | +19.2% |
| YTD | +44.2% | +11.0% | +33.2% | +20.8% |
| 1Y | -18.0% | +16.1% | -34.1% | -35.9% |
| All | -19.5% | +56.4% | -75.9% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling