+320.8%
ELF vs VT
+211.8%
+108.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -1.6% | +0.1% | +0.5% |
| 30D | +6.5% | -2.5% | +9.0% | +9.7% |
| 3M | +34.9% | -1.3% | +36.2% | +37.2% |
| 6M | +84.3% | +3.1% | +81.2% | +77.1% |
| YTD | +46.6% | +10.9% | +35.7% | +29.4% |
| 1Y | -7.8% | +12.1% | -19.9% | -19.0% |
| 3Y | +16.0% | +73.9% | -57.9% | -36.3% |
| 5Y | +236.0% | +58.0% | +178.1% | +107.3% |
| 10Y | +333.7% | +225.5% | +108.2% | +46.3% |
| All | +320.8% | +211.8% | +108.9% | +50.9% |
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