+157.4%
VEA vs ELF
+303.8%
-146.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -1.5% | -11.6% | +10.2% | -0.2% |
| 30D | -0.8% | +4.6% | -5.5% | -1.4% |
| 3M | +2.5% | +59.7% | -57.2% | -2.7% |
| 6M | +11.1% | +21.2% | -10.1% | +8.1% |
| YTD | +17.2% | +27.4% | -10.3% | +12.9% |
| 1Y | +24.5% | -29.8% | +54.3% | +26.2% |
| 3Y | +75.4% | -28.5% | +103.9% | +68.9% |
| 5Y | +61.1% | +220.0% | -159.0% | +23.8% |
| All | +157.4% | +303.8% | -146.4% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling