-14.2%
ELS price history and return analytics
+57.4%
-71.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.5% |
| 7D | +3.9% | +0.4% | +3.5% | +3.6% |
| 30D | +6.4% | -2.6% | +9.0% | +7.6% |
| 3M | -2.8% | -3.2% | +0.5% | -1.4% |
| 6M | +1.1% | +0.9% | +0.1% | -0.1% |
| YTD | +6.4% | +11.3% | -4.9% | -0.8% |
| 1Y | +4.6% | +14.0% | -9.4% | -3.8% |
| 3Y | +6.2% | +75.8% | -69.6% | -29.5% |
| 5Y | -14.2% | +57.8% | -72.0% | -37.7% |
| All | -14.2% | +57.4% | -71.6% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling