+255.0%
ELF vs VMC
+52.7%
+202.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | +5.4% | -4.3% | +9.7% | +8.0% |
| 30D | +27.0% | -8.2% | +35.2% | +33.2% |
| 3M | +113.2% | -7.0% | +120.2% | +120.0% |
| 6M | +36.6% | -10.8% | +47.3% | +43.8% |
| YTD | +44.2% | -7.4% | +51.6% | +46.5% |
| 1Y | -18.0% | -9.5% | -8.5% | -15.7% |
| 3Y | -19.9% | +20.5% | -40.4% | -33.9% |
| All | +255.0% | +52.7% | +202.4% | +147.6% |
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