+277.7%
ELF vs VMC
+144.6%
+133.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.5% |
| 7D | -6.8% | -5.3% | -1.5% | -4.3% |
| 30D | +5.1% | -12.3% | +17.3% | +11.7% |
| 3M | +79.8% | -10.3% | +90.0% | +88.0% |
| 6M | +29.7% | -8.6% | +38.3% | +34.1% |
| YTD | +31.6% | -11.9% | +43.5% | +37.3% |
| 1Y | -27.9% | -13.9% | -14.0% | -24.1% |
| 3Y | -26.4% | +18.2% | -44.6% | -34.1% |
| 5Y | +235.6% | +47.7% | +187.9% | +170.6% |
| All | +277.7% | +144.6% | +133.1% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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