+338.7%
ELF vs VO
+202.1%
+136.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | +4.3% | +0.2% | +4.0% | +4.0% |
| 30D | +7.7% | +2.0% | +5.7% | +5.3% |
| 3M | +24.7% | -0.3% | +25.0% | +25.1% |
| 6M | +114.6% | +7.3% | +107.4% | +98.4% |
| YTD | +55.8% | +15.0% | +40.8% | +33.9% |
| 1Y | +51.9% | +14.7% | +37.2% | +31.2% |
| 3Y | +24.6% | +67.3% | -42.7% | -25.4% |
| 5Y | +279.2% | +38.8% | +240.4% | +176.2% |
| 10Y | +338.7% | +201.6% | +137.2% | +48.0% |
| All | +338.7% | +202.1% | +136.6% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling