+14.1%
ELF vs VLTO
+55.4%
-41.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.5% |
| 7D | +3.4% | +0.8% | +2.5% | +2.9% |
| 30D | +5.0% | +18.7% | -13.7% | -6.3% |
| 3M | +22.6% | +21.7% | +0.9% | +7.6% |
| 6M | +104.0% | +35.8% | +68.1% | +65.3% |
| YTD | +49.3% | +18.3% | +31.0% | +33.2% |
| 1Y | +46.0% | +20.9% | +25.1% | +27.5% |
| 3Y | +19.4% | +68.8% | -49.5% | -3.5% |
| All | +14.1% | +55.4% | -41.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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