+125.1%
ELS price history and return analytics
+215.5%
-90.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | +6.6% | -2.3% | +9.0% | +8.2% |
| 30D | +8.6% | -5.0% | +13.5% | +12.0% |
| 3M | -1.7% | -4.9% | +3.1% | +1.3% |
| 6M | +1.2% | -1.5% | +2.7% | +1.3% |
| YTD | +6.7% | +8.5% | -1.8% | -0.7% |
| 1Y | +7.1% | +11.4% | -4.2% | -2.2% |
| 3Y | +4.3% | +70.1% | -65.8% | -32.3% |
| 5Y | -14.3% | +53.7% | -68.0% | -40.1% |
| All | +125.1% | +215.5% | -90.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling