+21.3%
ELF vs VO
+66.5%
-45.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | +3.1% | -1.5% | -3.1% |
| 30D | +9.1% | +2.2% | +6.9% | +5.4% |
| 3M | +28.2% | -2.5% | +30.7% | +33.3% |
| 6M | +119.5% | +7.0% | +112.6% | +96.6% |
| YTD | +55.2% | +14.0% | +41.2% | +25.6% |
| 1Y | +58.6% | +15.6% | +43.0% | +25.6% |
| 3Y | +21.3% | +66.2% | -44.9% | -46.6% |
| All | +21.3% | +66.5% | -45.3% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling