-18.0%
ELF vs ITOT
+20.8%
-38.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.7% |
| 7D | +5.4% | +0.1% | +5.2% | +5.1% |
| 30D | +27.0% | 0.0% | +27.0% | +26.9% |
| 3M | +113.2% | +2.0% | +111.2% | +106.4% |
| 6M | +36.6% | +13.0% | +23.5% | +7.1% |
| YTD | +44.2% | +14.0% | +30.3% | +9.9% |
| 1Y | -18.0% | +19.9% | -37.9% | -41.9% |
| All | -18.0% | +20.8% | -38.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling