+338.3%
ELF vs VO
+187.4%
+150.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.9% |
| 7D | +4.0% | -2.6% | +6.5% | +7.0% |
| 30D | +10.6% | -0.9% | +11.5% | +11.8% |
| 3M | +25.8% | -3.0% | +28.8% | +30.2% |
| 6M | +89.1% | +2.2% | +86.9% | +84.4% |
| YTD | +52.7% | +10.6% | +42.2% | +37.2% |
| 1Y | +51.7% | +12.5% | +39.2% | +33.9% |
| 3Y | +14.2% | +61.4% | -47.2% | -28.7% |
| 5Y | +270.7% | +33.4% | +237.3% | +182.4% |
| 10Y | +341.9% | +201.5% | +140.4% | +59.1% |
| All | +338.3% | +187.4% | +150.8% | +72.0% |
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 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