+76.3%
VUG vs EL
-67.4%
+143.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.4% |
| 30D | -1.4% | +15.5% | -16.9% | -5.1% |
| 3M | +2.3% | +20.6% | -18.2% | -2.6% |
| 6M | +15.7% | +10.5% | +5.2% | +11.5% |
| YTD | +8.6% | -1.9% | +10.5% | +6.7% |
| 1Y | +14.1% | +16.1% | -2.0% | +6.5% |
| 3Y | +87.9% | -30.2% | +118.1% | +93.4% |
| 5Y | +76.3% | -67.4% | +143.7% | +157.8% |
| All | +76.3% | -67.4% | +143.7% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling