-18.0%
ELF vs VTEB
+3.1%
-21.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | +5.4% | -0.8% | +6.1% | +8.4% |
| 30D | +27.0% | -1.3% | +28.3% | +33.5% |
| 3M | +113.2% | -2.1% | +115.3% | +129.4% |
| 6M | +36.6% | -1.7% | +38.3% | +43.5% |
| YTD | +44.2% | -0.6% | +44.8% | +50.8% |
| 1Y | -18.0% | +3.1% | -21.1% | -27.3% |
| All | -18.0% | +3.1% | -21.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling