+810.9%
VOO vs EL
+365.9%
+445.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +1.5% | +1.0% | +2.1% |
| 30D | -2.0% | +10.0% | -12.0% | -4.7% |
| 3M | -2.8% | +28.4% | -31.2% | -10.2% |
| 6M | +2.2% | +37.1% | -34.9% | -8.0% |
| YTD | +11.5% | +7.8% | +3.7% | +5.7% |
| 1Y | +13.5% | +26.0% | -12.6% | +2.3% |
| 3Y | +78.1% | +3.8% | +74.3% | +58.5% |
| 5Y | +73.1% | -65.2% | +138.3% | +123.6% |
| 10Y | +310.7% | +62.1% | +248.6% | +190.0% |
| All | +810.9% | +365.9% | +445.0% | +366.7% |
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