-26.1%
ELF vs VTEB
+9.0%
-35.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.1% |
| 7D | -6.8% | -0.7% | -6.1% | -5.6% |
| 30D | +5.1% | -2.1% | +7.1% | +9.0% |
| 3M | +79.8% | -2.7% | +82.4% | +88.4% |
| 6M | +29.7% | -2.1% | +31.8% | +34.7% |
| YTD | +31.6% | -1.1% | +32.7% | +35.1% |
| 1Y | -27.9% | +1.3% | -29.2% | -28.5% |
| All | -26.1% | +9.0% | -35.1% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling