+51.9%
ELF vs VMC
-2.2%
+54.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +4.3% | -4.3% | +8.5% | +5.7% |
| 30D | +7.7% | +16.2% | -8.5% | +2.5% |
| 3M | +24.7% | -0.8% | +25.5% | +24.3% |
| 6M | +114.6% | +1.2% | +113.5% | +110.5% |
| YTD | +55.8% | +0.5% | +55.3% | +40.6% |
| 1Y | +51.9% | -2.9% | +54.8% | +41.3% |
| All | +51.9% | -2.2% | +54.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling