+328.4%
ELF vs ITOT
+289.4%
+39.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.6% |
| 7D | +3.4% | +3.3% | +0.1% | -0.5% |
| 30D | +5.0% | -2.5% | +7.4% | +8.0% |
| 3M | +22.6% | -2.3% | +24.9% | +25.9% |
| 6M | +104.0% | +3.0% | +100.9% | +96.9% |
| YTD | +49.3% | +11.9% | +37.4% | +31.2% |
| 1Y | +46.0% | +12.0% | +34.0% | +28.4% |
| 3Y | +19.4% | +77.8% | -58.4% | -34.4% |
| 5Y | +262.0% | +65.0% | +197.0% | +117.3% |
| 10Y | +320.5% | +290.1% | +30.4% | +16.8% |
| All | +328.4% | +289.4% | +39.1% | +24.5% |
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 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