+338.3%
ELF vs VMC
+176.7%
+161.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | +4.0% | +0.5% | +3.5% | +3.6% |
| 30D | +10.6% | +15.8% | -5.2% | +3.0% |
| 3M | +25.8% | +0.6% | +25.2% | +25.1% |
| 6M | +89.1% | -4.0% | +93.1% | +90.7% |
| YTD | +52.7% | -0.3% | +53.0% | +49.9% |
| 1Y | +51.7% | -0.5% | +52.3% | +49.2% |
| 3Y | +14.2% | +39.6% | -25.3% | -5.8% |
| 5Y | +270.7% | +50.1% | +220.6% | +194.1% |
| 10Y | +341.9% | +163.9% | +178.0% | +165.6% |
| All | +338.3% | +176.7% | +161.5% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling