-19.5%
ELF vs VFC
-28.0%
+8.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.4% |
| 7D | +5.4% | -1.6% | +7.0% | +5.9% |
| 30D | +27.0% | -11.6% | +38.6% | +31.9% |
| 3M | +113.2% | -18.1% | +131.3% | +125.3% |
| 6M | +36.6% | -27.4% | +63.9% | +49.3% |
| YTD | +44.2% | -24.8% | +69.0% | +55.9% |
| 1Y | -18.0% | -8.2% | -9.8% | -17.1% |
| All | -19.5% | -28.0% | +8.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling