+313.8%
ELF vs VIG
+245.0%
+68.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.7% |
| 7D | +5.4% | -0.4% | +5.8% | +5.9% |
| 30D | +27.0% | -1.0% | +27.9% | +28.5% |
| 3M | +113.2% | +2.8% | +110.4% | +106.8% |
| 6M | +36.6% | +8.2% | +28.4% | +24.4% |
| YTD | +44.2% | +11.0% | +33.2% | +27.7% |
| 1Y | -18.0% | +16.1% | -34.1% | -30.8% |
| 3Y | -19.9% | +56.2% | -76.1% | -50.6% |
| 5Y | +257.7% | +63.0% | +194.7% | +112.8% |
| All | +313.8% | +245.0% | +68.8% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling