+347.2%
ELF vs ITOT
+286.2%
+61.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +6.3% | -0.5% | +6.8% | +6.9% |
| 30D | +8.5% | -3.4% | +11.9% | +12.9% |
| 3M | +24.4% | -3.1% | +27.5% | +28.9% |
| 6M | +94.7% | +2.2% | +92.5% | +89.8% |
| YTD | +55.9% | +11.0% | +44.8% | +38.3% |
| 1Y | +48.4% | +11.4% | +37.0% | +31.3% |
| 3Y | +24.6% | +76.4% | -51.7% | -30.8% |
| 5Y | +285.0% | +65.1% | +219.9% | +131.1% |
| 10Y | +357.2% | +287.4% | +69.9% | +28.1% |
| All | +347.2% | +286.2% | +61.0% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling