+36.9%
VG vs EL
+26.7%
+10.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | +0.9% |
| 7D | -22.0% | +0.8% | -22.8% | -21.8% |
| 30D | -11.6% | +16.5% | -28.2% | -6.2% |
| 3M | -14.9% | +29.2% | -44.1% | -5.3% |
| 6M | -3.5% | +27.9% | -31.4% | +7.9% |
| YTD | +70.0% | +6.2% | +63.8% | +87.8% |
| All | +36.9% | +26.7% | +10.2% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling