+60.2%
SCHD vs ELF
+217.5%
-157.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -2.0% | -11.6% | +9.7% | -1.1% |
| 30D | -0.4% | +4.6% | -5.0% | -0.8% |
| 3M | +5.7% | +59.7% | -54.0% | +2.0% |
| 6M | +11.9% | +21.2% | -9.3% | +9.8% |
| YTD | +26.4% | +27.4% | -1.0% | +23.2% |
| 1Y | +27.6% | -29.8% | +57.4% | +29.1% |
| 3Y | +54.9% | -28.5% | +83.4% | +48.0% |
| All | +60.2% | +217.5% | -157.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 5y: compounded portfolio wealth divided by compounded ELF 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…
5y analysis · Full analysis span regression · 6 months rolling