+350.4%
ELF vs VTEB
+21.0%
+329.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | +7.8% | +1.1% | +6.7% | +6.3% |
| 30D | +9.3% | +4.5% | +4.8% | +3.5% |
| 3M | +21.2% | -0.2% | +21.4% | +21.5% |
| 6M | +96.1% | -0.2% | +96.3% | +96.9% |
| YTD | +57.0% | +0.8% | +56.1% | +55.9% |
| 1Y | +61.9% | +1.3% | +60.6% | +60.0% |
| 3Y | +20.0% | +12.2% | +7.8% | +5.5% |
| 5Y | +284.8% | +3.8% | +281.0% | +267.7% |
| 10Y | +364.2% | +23.1% | +341.1% | +418.7% |
| All | +350.4% | +21.0% | +329.4% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling