+36.6%
ELF vs VLTO
+1.3%
+35.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +5.4% | -2.3% | +7.6% | +6.4% |
| 30D | +27.0% | -0.9% | +27.9% | +27.5% |
| 3M | +113.2% | +13.8% | +99.4% | +103.3% |
| 6M | +36.6% | +2.0% | +34.6% | +47.2% |
| All | +36.6% | +1.3% | +35.3% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling