+59.4%
VEA vs ELF
+217.8%
-158.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.9% |
| 7D | -2.1% | -10.8% | +8.8% | -1.1% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | +5.1% | +64.8% | -59.7% | +0.2% |
| 6M | +9.8% | +19.0% | -9.2% | +7.4% |
| YTD | +15.9% | +25.9% | -10.0% | +12.5% |
| 1Y | +24.6% | -28.8% | +53.3% | +25.9% |
| 3Y | +75.5% | -29.6% | +105.1% | +68.3% |
| 5Y | +59.4% | +216.2% | -156.9% | +4.3% |
| All | +59.4% | +217.8% | -158.4% | +4.3% |
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