+275.1%
ELF vs VIG
+59.0%
+216.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.3% |
| 7D | +4.0% | -1.8% | +5.8% | +6.6% |
| 30D | +10.6% | +2.7% | +7.9% | +6.3% |
| 3M | +25.8% | 0.0% | +25.8% | +25.8% |
| 6M | +89.1% | +6.8% | +82.3% | +72.1% |
| YTD | +52.7% | +12.1% | +40.7% | +30.1% |
| 1Y | +51.7% | +14.8% | +36.9% | +25.0% |
| 3Y | +14.2% | +62.4% | -48.2% | -38.3% |
| All | +275.1% | +59.0% | +216.1% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling