+113.7%
ELLO vs VT
+223.7%
-109.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.4% |
| 7D | -15.4% | +0.4% | -15.8% | -15.5% |
| 30D | -20.1% | -2.6% | -17.5% | -18.7% |
| 3M | -11.3% | -3.2% | -8.1% | -9.5% |
| 6M | -28.9% | +0.9% | -29.8% | -29.1% |
| YTD | -28.3% | +11.3% | -39.6% | -32.3% |
| 1Y | -15.0% | +14.0% | -29.0% | -20.7% |
| 3Y | +43.1% | +75.8% | -32.7% | +4.7% |
| 5Y | -48.2% | +57.8% | -106.0% | -60.1% |
| 10Y | +113.7% | +219.8% | -106.1% | +32.9% |
| All | +113.7% | +223.7% | -109.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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