-3.9%
ELF vs VO
+16.3%
-20.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.5% |
| 7D | -1.5% | +1.0% | -2.5% | -3.1% |
| 30D | +9.5% | +2.6% | +6.9% | +4.8% |
| 3M | +29.4% | -0.3% | +29.6% | +29.9% |
| 6M | +83.7% | +7.6% | +76.1% | +60.2% |
| YTD | +49.4% | +14.7% | +34.7% | +11.2% |
| 1Y | -3.9% | +16.4% | -20.4% | -32.0% |
| All | -3.9% | +16.3% | -20.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling