+245.2%
ELF vs VEU
+56.3%
+188.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.4% |
| 7D | -1.2% | +1.7% | -2.8% | -2.9% |
| 30D | +5.9% | +1.0% | +4.9% | +4.8% |
| 3M | +99.5% | +5.6% | +93.9% | +87.4% |
| 6M | +26.5% | +13.7% | +12.9% | +8.6% |
| YTD | +37.2% | +17.7% | +19.5% | +13.0% |
| 1Y | -24.4% | +25.8% | -50.2% | -41.9% |
| 3Y | -23.3% | +77.1% | -100.4% | -58.7% |
| 5Y | +245.2% | +57.1% | +188.0% | +122.2% |
| All | +245.2% | +56.3% | +188.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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