+313.8%
ELF vs VT
+224.2%
+89.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +0.4% | +4.9% | +4.8% |
| 30D | +27.0% | +1.0% | +26.0% | +25.6% |
| 3M | +113.2% | +2.4% | +110.8% | +107.4% |
| 6M | +36.6% | +12.0% | +24.6% | +18.9% |
| YTD | +44.2% | +15.3% | +28.9% | +21.5% |
| 1Y | -18.0% | +22.6% | -40.6% | -35.0% |
| 3Y | -19.9% | +74.7% | -94.6% | -56.3% |
| 5Y | +257.7% | +66.1% | +191.6% | +108.2% |
| All | +313.8% | +224.2% | +89.7% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling