+111.9%
ELLO vs VT
+215.5%
-103.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.3% |
| 7D | -14.6% | -2.3% | -12.3% | -13.4% |
| 30D | -20.1% | -5.0% | -15.1% | -17.6% |
| 3M | -14.2% | -4.9% | -9.3% | -11.6% |
| 6M | -31.7% | -1.5% | -30.1% | -30.9% |
| YTD | -28.3% | +8.5% | -36.8% | -31.3% |
| 1Y | -16.7% | +11.4% | -28.0% | -21.3% |
| 3Y | +52.1% | +70.1% | -17.9% | +13.4% |
| 5Y | -47.1% | +53.7% | -100.8% | -58.7% |
| All | +111.9% | +215.5% | -103.6% | +37.9% |
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