+301.7%
ELF vs VTEB
+23.2%
+278.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.3% |
| 7D | +1.6% | -1.2% | +2.8% | +3.2% |
| 30D | +9.1% | +2.5% | +6.6% | +5.8% |
| 3M | +28.2% | -1.7% | +29.9% | +31.1% |
| 6M | +119.5% | -1.2% | +120.8% | +123.5% |
| YTD | +55.2% | -0.5% | +55.6% | +56.8% |
| 1Y | +58.6% | -0.1% | +58.7% | +59.5% |
| 3Y | +21.3% | +10.5% | +10.8% | +8.1% |
| 5Y | +276.2% | +2.6% | +273.6% | +264.8% |
| All | +301.7% | +23.2% | +278.5% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling