+763.1%
ELS price history and return analytics
+374.2%
+388.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | -4.0% | +1.0% | -4.9% | -4.8% |
| 3M | +1.8% | +2.4% | -0.5% | -0.9% |
| 6M | -6.5% | +12.0% | -18.5% | -16.3% |
| YTD | +4.8% | +15.3% | -10.5% | -8.9% |
| 1Y | +6.1% | +22.6% | -16.5% | -12.9% |
| 3Y | +3.0% | +74.7% | -71.7% | -40.1% |
| 5Y | -18.6% | +66.1% | -84.8% | -51.0% |
| 10Y | +103.6% | +225.0% | -121.4% | -37.2% |
| All | +763.1% | +374.2% | +388.9% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling