-39.3%
VG vs EL
+31.3%
-70.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | +16.0% | +19.8% | -3.8% | +14.8% |
| 3M | +9.7% | +25.7% | -16.0% | +8.0% |
| 6M | +29.6% | +5.4% | +24.1% | +32.4% |
| YTD | +112.0% | +0.2% | +111.8% | +113.8% |
| 1Y | +12.8% | +20.4% | -7.6% | +4.7% |
| All | -39.3% | +31.3% | -70.6% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling