+313.8%
ELF vs ITOT
+296.5%
+17.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.5% |
| 7D | +5.4% | +0.1% | +5.2% | +5.2% |
| 30D | +27.0% | 0.0% | +27.0% | +27.0% |
| 3M | +113.2% | +2.0% | +111.2% | +108.8% |
| 6M | +36.6% | +13.0% | +23.5% | +18.4% |
| YTD | +44.2% | +14.0% | +30.3% | +24.2% |
| 1Y | -18.0% | +19.9% | -37.9% | -32.6% |
| 3Y | -19.9% | +75.8% | -95.7% | -55.5% |
| 5Y | +257.7% | +73.8% | +183.8% | +102.9% |
| All | +313.8% | +296.5% | +17.4% | +17.8% |
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