+14.2%
ELF vs VLTO
+54.7%
-40.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -1.5% | +13.8% | -15.4% | -9.6% |
| 30D | +9.5% | +21.2% | -11.7% | -3.6% |
| 3M | +29.4% | +21.5% | +7.9% | +13.7% |
| 6M | +83.7% | +33.0% | +50.7% | +51.0% |
| YTD | +49.4% | +17.8% | +31.6% | +33.6% |
| 1Y | -3.9% | +18.1% | -22.1% | -14.2% |
| 3Y | +18.2% | +67.6% | -49.4% | -4.2% |
| All | +14.2% | +54.7% | -40.5% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling