+301.7%
ELF vs ITOT
+287.5%
+14.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.4% |
| 7D | +1.6% | +2.5% | -0.9% | -1.3% |
| 30D | +9.1% | -1.7% | +10.8% | +11.2% |
| 3M | +28.2% | -3.4% | +31.5% | +33.3% |
| 6M | +119.5% | +2.1% | +117.4% | +114.3% |
| YTD | +55.2% | +11.5% | +43.7% | +36.9% |
| 1Y | +58.6% | +13.6% | +45.0% | +37.0% |
| 3Y | +21.3% | +77.2% | -55.9% | -33.2% |
| 5Y | +276.2% | +64.4% | +211.8% | +126.5% |
| All | +301.7% | +287.5% | +14.2% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling