+114.6%
ELF vs ITOT
+3.6%
+111.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.4% |
| 7D | +4.3% | -0.8% | +5.0% | +5.1% |
| 30D | +7.7% | -2.0% | +9.8% | +10.2% |
| 3M | +24.7% | -1.5% | +26.2% | +26.8% |
| 6M | +114.6% | +3.3% | +111.3% | +108.5% |
| All | +114.6% | +3.6% | +111.0% | +108.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling