-18.6%
ELS vs VOO
+82.3%
-101.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | -5.1% | -0.9% | -4.2% | -4.7% |
| 3M | +1.4% | +3.9% | -2.5% | -0.6% |
| 6M | -6.6% | +14.5% | -21.1% | -12.9% |
| YTD | +3.8% | +13.0% | -9.2% | -2.7% |
| 1Y | +3.9% | +19.4% | -15.5% | -5.7% |
| 3Y | +4.1% | +78.9% | -74.8% | -28.9% |
| 5Y | -18.6% | +82.3% | -100.9% | -45.1% |
| All | -18.6% | +82.3% | -101.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling