-44.1%
VG vs EL
+39.7%
-83.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.4% | +4.8% |
| 7D | +15.1% | +2.7% | +12.4% | +15.0% |
| 30D | -4.2% | +10.8% | -15.0% | -4.4% |
| 3M | -3.1% | +26.5% | -29.6% | -4.1% |
| 6M | +0.3% | +31.1% | -30.8% | -1.3% |
| YTD | +95.5% | +6.6% | +88.8% | +96.9% |
| 1Y | +64.4% | +21.8% | +42.6% | +55.8% |
| All | -44.1% | +39.7% | -83.8% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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