+16.7%
ELF vs VMC
+35.7%
-19.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.5% |
| 7D | +3.4% | -1.7% | +5.0% | +4.1% |
| 30D | +5.0% | +15.3% | -10.3% | -1.4% |
| 3M | +22.6% | +0.3% | +22.3% | +22.0% |
| 6M | +104.0% | +0.9% | +103.1% | +100.8% |
| YTD | +49.3% | -1.0% | +50.3% | +45.5% |
| 1Y | +46.0% | -4.3% | +50.4% | +44.9% |
| All | +16.7% | +35.7% | -19.0% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling