+81.7%
VUG vs EL
+1.5%
+80.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.4% |
| 7D | +0.5% | +8.0% | -7.5% | -0.6% |
| 30D | -8.2% | +15.4% | -23.6% | -10.1% |
| 3M | -5.4% | +28.5% | -34.0% | -9.1% |
| 6M | -2.5% | +32.2% | -34.8% | -7.0% |
| YTD | +4.2% | +9.2% | -5.0% | +1.3% |
| 1Y | +5.0% | +30.8% | -25.8% | -1.0% |
| 3Y | +81.7% | +3.7% | +78.1% | +65.8% |
| All | +81.7% | +1.5% | +80.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling