+261.4%
ELF vs VTEB
+17.8%
+243.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.4% |
| 7D | -10.8% | -1.2% | -9.6% | -9.4% |
| 30D | +0.8% | -2.9% | +3.7% | +4.6% |
| 3M | +64.8% | -3.2% | +67.9% | +71.7% |
| 6M | +19.0% | -2.6% | +21.6% | +23.3% |
| YTD | +25.9% | -1.8% | +27.8% | +29.3% |
| 1Y | -28.8% | +0.2% | -29.0% | -28.6% |
| 3Y | -29.6% | +8.2% | -37.8% | -35.4% |
| 5Y | +216.2% | +0.8% | +215.4% | +213.1% |
| All | +261.4% | +17.8% | +243.6% | +309.6% |
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