+286.6%
ELF vs VO
+197.6%
+89.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.2% |
| 7D | +3.4% | +2.9% | +0.4% | +0.1% |
| 30D | +5.0% | +1.0% | +4.0% | +3.8% |
| 3M | +22.6% | -1.7% | +24.3% | +25.0% |
| 6M | +104.0% | +6.7% | +97.3% | +89.8% |
| YTD | +49.3% | +14.0% | +35.3% | +29.6% |
| 1Y | +46.0% | +13.7% | +32.4% | +27.4% |
| 3Y | +19.4% | +65.8% | -46.4% | -27.7% |
| 5Y | +262.0% | +36.6% | +225.4% | +168.5% |
| All | +286.6% | +197.6% | +89.0% | +43.1% |
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