-23.3%
ELF vs ITOT
+77.4%
-100.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.0% |
| 7D | -1.2% | +0.7% | -1.8% | -2.2% |
| 30D | +5.9% | -1.1% | +7.0% | +7.8% |
| 3M | +99.5% | +3.9% | +95.6% | +88.0% |
| 6M | +26.5% | +14.7% | +11.8% | +1.1% |
| YTD | +37.2% | +13.3% | +23.8% | +12.1% |
| 1Y | -24.4% | +19.1% | -43.6% | -42.0% |
| 3Y | -23.3% | +77.3% | -100.7% | -67.7% |
| All | -23.3% | +77.4% | -100.8% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling