+341.4%
ELF vs VT
+215.5%
+125.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.4% |
| 7D | +4.0% | -2.3% | +6.3% | +6.9% |
| 30D | +10.6% | -5.0% | +15.5% | +17.4% |
| 3M | +25.8% | -4.9% | +30.7% | +33.6% |
| 6M | +89.1% | -1.5% | +90.6% | +92.1% |
| YTD | +52.7% | +8.5% | +44.3% | +38.3% |
| 1Y | +51.7% | +11.4% | +40.4% | +33.4% |
| 3Y | +14.2% | +70.1% | -55.9% | -35.6% |
| 5Y | +270.7% | +53.7% | +217.0% | +135.9% |
| All | +341.4% | +215.5% | +125.9% | +64.3% |
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