+16.7%
ELF vs VLTO
+54.8%
-38.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.3% | +5.4% |
| 7D | +4.0% | +5.4% | -1.4% | +0.6% |
| 30D | +10.6% | +22.3% | -11.7% | -3.3% |
| 3M | +25.8% | +19.6% | +6.2% | +11.7% |
| 6M | +89.1% | +35.2% | +53.9% | +53.7% |
| YTD | +52.7% | +17.9% | +34.9% | +36.5% |
| 1Y | +51.7% | +19.5% | +32.2% | +33.6% |
| 3Y | +14.2% | +73.9% | -59.7% | -8.5% |
| All | +16.7% | +54.8% | -38.1% | -1.7% |
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