-19.5%
ELF vs VMC
+21.0%
-40.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +5.4% | -4.3% | +9.7% | +7.4% |
| 30D | +27.0% | -8.2% | +35.2% | +31.8% |
| 3M | +113.2% | -7.0% | +120.2% | +118.4% |
| 6M | +36.6% | -10.8% | +47.3% | +42.2% |
| YTD | +44.2% | -7.4% | +51.6% | +45.1% |
| 1Y | -18.0% | -9.5% | -8.5% | -16.6% |
| All | -19.5% | +21.0% | -40.5% | -36.3% |
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 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