+10.4%
ELF vs VLTO
+54.1%
-43.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -2.7% | +12.0% | -14.7% | -9.8% |
| 30D | +6.9% | +20.8% | -14.0% | -5.8% |
| 3M | +27.2% | +20.1% | +7.1% | +12.7% |
| 6M | +84.9% | +32.6% | +52.2% | +52.2% |
| YTD | +44.5% | +17.3% | +27.1% | +29.5% |
| 1Y | -6.8% | +17.3% | -24.1% | -16.3% |
| 3Y | +14.2% | +66.9% | -52.7% | -7.1% |
| All | +10.4% | +54.1% | -43.7% | -6.7% |
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