+314.5%
ELF vs VO
+187.8%
+126.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | +0.6% |
| 7D | -2.7% | -3.3% | +0.6% | +1.0% |
| 30D | +6.9% | -1.8% | +8.7% | +9.1% |
| 3M | +27.2% | -3.4% | +30.6% | +32.1% |
| 6M | +84.9% | +3.0% | +81.9% | +78.8% |
| YTD | +44.5% | +10.7% | +33.7% | +29.6% |
| 1Y | -6.8% | +11.8% | -18.6% | -16.8% |
| 3Y | +14.2% | +60.4% | -46.1% | -28.3% |
| 5Y | +250.6% | +33.6% | +217.0% | +166.7% |
| 10Y | +318.0% | +202.0% | +116.0% | +50.3% |
| All | +314.5% | +187.8% | +126.7% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling