+273.0%
ELF vs VMC
+42.8%
+230.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +1.6% | -1.3% | +2.8% | +2.3% |
| 30D | +9.1% | +15.5% | -6.3% | 0.0% |
| 3M | +28.2% | +0.6% | +27.6% | +27.2% |
| 6M | +119.5% | +2.1% | +117.5% | +113.4% |
| YTD | +55.2% | -1.6% | +56.7% | +51.5% |
| 1Y | +58.6% | -1.2% | +59.8% | +54.4% |
| 3Y | +21.3% | +35.3% | -14.0% | -8.6% |
| All | +273.0% | +42.8% | +230.2% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling