-3.9%
ELF vs ITOT
+14.7%
-18.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | -0.6% |
| 7D | -1.5% | -0.7% | -0.9% | -0.5% |
| 30D | +9.5% | -1.1% | +10.6% | +11.4% |
| 3M | +29.4% | -0.8% | +30.2% | +31.0% |
| 6M | +83.7% | +7.0% | +76.7% | +60.4% |
| YTD | +49.4% | +13.3% | +36.1% | +14.2% |
| 1Y | -3.9% | +14.8% | -18.8% | -29.7% |
| All | -3.9% | +14.7% | -18.6% | -29.7% |
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