+57.9%
ELFY vs VT
+50.3%
+7.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.7% | +0.4% | +0.2% | +0.2% |
| 30D | -2.5% | +1.0% | -3.4% | -3.5% |
| 3M | -10.1% | +2.4% | -12.5% | -12.4% |
| 6M | -0.3% | +12.0% | -12.3% | -11.9% |
| YTD | +16.3% | +15.3% | +0.9% | -0.8% |
| 1Y | +21.6% | +22.6% | -1.0% | -2.7% |
| All | +57.9% | +50.3% | +7.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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