+778.8%
ELS price history and return analytics
+345.0%
+433.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +4.3% |
| 7D | +7.0% | -4.2% | +11.2% | +10.8% |
| 30D | +7.2% | -5.8% | +13.0% | +12.5% |
| 3M | -2.2% | -5.2% | +3.0% | +2.0% |
| 6M | +2.6% | +0.1% | +2.5% | +1.2% |
| YTD | +6.7% | +8.2% | -1.5% | -2.3% |
| 1Y | +7.5% | +10.1% | -2.6% | -3.3% |
| 3Y | +2.0% | +69.7% | -67.6% | -39.5% |
| 5Y | -14.2% | +53.4% | -67.6% | -44.7% |
| 10Y | +125.6% | +219.2% | -93.6% | -29.9% |
| All | +778.8% | +345.0% | +433.8% | +76.1% |
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