+364.2%
ELF vs VO
+206.8%
+157.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | -0.3% |
| 7D | +7.8% | -0.1% | +8.0% | +8.0% |
| 30D | +9.3% | +0.5% | +8.8% | +8.6% |
| 3M | +21.2% | -1.0% | +22.2% | +22.5% |
| 6M | +96.1% | +6.4% | +89.7% | +82.8% |
| YTD | +57.0% | +13.6% | +43.4% | +36.8% |
| 1Y | +61.9% | +14.5% | +47.4% | +40.1% |
| 3Y | +20.0% | +67.2% | -47.2% | -28.0% |
| 5Y | +284.8% | +36.1% | +248.7% | +186.4% |
| 10Y | +364.2% | +199.3% | +164.9% | +57.0% |
| All | +364.2% | +206.8% | +157.4% | +57.0% |
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