+261.4%
ELF vs ITOT
+289.6%
-28.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.6% |
| 7D | -10.8% | -2.0% | -8.8% | -8.6% |
| 30D | +0.8% | -2.0% | +2.8% | +3.2% |
| 3M | +64.8% | +4.5% | +60.2% | +57.0% |
| 6M | +19.0% | +12.6% | +6.3% | +3.8% |
| YTD | +25.9% | +12.0% | +13.9% | +10.8% |
| 1Y | -28.8% | +17.3% | -46.0% | -39.9% |
| 3Y | -29.6% | +75.2% | -104.9% | -60.6% |
| 5Y | +216.2% | +74.0% | +142.2% | +79.7% |
| All | +261.4% | +289.6% | -28.2% | +5.1% |
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