+313.8%
ELF vs VO
+196.9%
+117.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +5.4% | -0.3% | +5.6% | +5.6% |
| 30D | +27.0% | -0.3% | +27.3% | +27.4% |
| 3M | +113.2% | +2.9% | +110.3% | +106.7% |
| 6M | +36.6% | +9.3% | +27.2% | +23.7% |
| YTD | +44.2% | +14.2% | +30.0% | +24.9% |
| 1Y | -18.0% | +15.3% | -33.2% | -29.2% |
| 3Y | -19.9% | +56.2% | -76.2% | -48.5% |
| 5Y | +257.7% | +42.4% | +215.3% | +154.1% |
| All | +313.8% | +196.9% | +117.0% | +56.7% |
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