+235.6%
ELF vs ITOT
+73.3%
+162.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.3% |
| 7D | -6.8% | -0.4% | -6.4% | -6.3% |
| 30D | +5.1% | -1.6% | +6.7% | +7.3% |
| 3M | +79.8% | +3.5% | +76.2% | +72.1% |
| 6M | +29.7% | +13.1% | +16.6% | +10.5% |
| YTD | +31.6% | +12.7% | +18.9% | +12.7% |
| 1Y | -27.9% | +18.3% | -46.2% | -41.2% |
| 3Y | -26.4% | +76.4% | -102.8% | -61.2% |
| 5Y | +235.6% | +73.8% | +161.9% | +86.2% |
| All | +235.6% | +73.3% | +162.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling