+75.7%
VEA vs ELF
-27.2%
+102.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | +0.3% | -6.8% | +7.1% | +0.8% |
| 30D | +0.4% | +5.1% | -4.6% | +0.1% |
| 3M | +4.8% | +79.8% | -75.0% | +0.6% |
| 6M | +11.3% | +29.7% | -18.5% | +8.8% |
| YTD | +17.4% | +31.6% | -14.2% | +14.4% |
| 1Y | +26.2% | -27.9% | +54.1% | +26.9% |
| All | +75.7% | -27.2% | +102.9% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling