+1,250.4%
VUG vs EL
+565.2%
+685.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.5% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | -0.3% | +19.8% | -20.2% | -6.7% |
| 3M | -0.7% | +25.7% | -26.4% | -8.7% |
| 6M | +14.6% | +5.4% | +9.2% | +10.3% |
| YTD | +9.0% | +0.2% | +8.8% | +5.3% |
| 1Y | +14.9% | +20.4% | -5.6% | +3.2% |
| 3Y | +86.0% | -32.1% | +118.2% | +89.2% |
| 5Y | +76.7% | -67.2% | +143.9% | +134.0% |
| 10Y | +411.3% | +31.7% | +379.5% | +286.8% |
| All | +1,250.4% | +565.2% | +685.2% | +411.4% |
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