+332.4%
ELF vs VT
+231.8%
+100.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -0.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | +9.5% | -1.4% | +11.0% | +11.4% |
| 3M | +29.4% | -1.4% | +30.8% | +31.6% |
| 6M | +83.7% | +5.5% | +78.3% | +71.8% |
| YTD | +49.4% | +12.8% | +36.6% | +29.2% |
| 1Y | -3.9% | +15.4% | -19.4% | -18.6% |
| 3Y | +18.2% | +76.9% | -58.7% | -36.4% |
| 5Y | +276.1% | +60.4% | +215.7% | +127.8% |
| 10Y | +332.4% | +232.8% | +99.6% | +56.3% |
| All | +332.4% | +231.8% | +100.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling