+317.5%
ELF vs VT
+214.8%
+102.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | +1.6% |
| 7D | -2.7% | -4.2% | +1.4% | +2.3% |
| 30D | +6.9% | -5.8% | +12.7% | +14.7% |
| 3M | +27.2% | -5.2% | +32.4% | +35.6% |
| 6M | +84.9% | +0.1% | +84.7% | +84.0% |
| YTD | +44.5% | +8.2% | +36.2% | +31.2% |
| 1Y | -6.8% | +10.1% | -16.9% | -16.4% |
| 3Y | +14.2% | +69.7% | -55.4% | -35.5% |
| 5Y | +250.6% | +53.4% | +197.2% | +123.7% |
| All | +317.5% | +214.8% | +102.7% | +55.8% |
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