+146.5%
VEA vs ELF
+391.6%
-245.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | +2.3% | +1.6% | +0.7% | +2.1% |
| 30D | +0.2% | +9.1% | -8.9% | -0.7% |
| 3M | -5.3% | +28.2% | -33.5% | -7.9% |
| 6M | -0.9% | +119.5% | -120.5% | -9.1% |
| YTD | +12.2% | +55.2% | -42.9% | +5.9% |
| 1Y | +16.1% | +58.6% | -42.5% | +9.2% |
| 3Y | +73.0% | +21.3% | +51.7% | +57.0% |
| 5Y | +53.7% | +276.2% | -222.5% | +16.3% |
| 10Y | +159.3% | +337.0% | -177.7% | +74.8% |
| All | +146.5% | +391.6% | -245.1% | +66.0% |
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