+161.2%
VEA vs ELF
+357.0%
-195.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +1.0% | +5.4% | -4.4% | +0.4% |
| 30D | +1.9% | +27.0% | -25.0% | -0.6% |
| 3M | +3.2% | +113.2% | -110.0% | -4.8% |
| 6M | +10.2% | +36.6% | -26.3% | +5.9% |
| YTD | +18.9% | +44.2% | -25.3% | +13.2% |
| 1Y | +29.3% | -18.0% | +47.3% | +29.0% |
| 3Y | +76.8% | -19.9% | +96.7% | +68.3% |
| 5Y | +61.2% | +257.7% | -196.5% | +22.6% |
| All | +161.2% | +357.0% | -195.8% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling