+51.8%
VG vs ELF
-3.2%
+55.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.9% | -9.6% | -7.5% |
| 7D | -16.4% | -1.5% | -14.8% | -16.5% |
| 30D | -10.8% | +9.5% | -20.3% | -9.9% |
| 3M | -6.3% | +29.4% | -35.7% | -4.2% |
| 6M | -12.5% | +83.7% | -96.2% | -8.5% |
| YTD | +76.9% | +49.4% | +27.5% | +83.8% |
| 1Y | +51.8% | -3.9% | +55.7% | +63.8% |
| All | +51.8% | -3.2% | +55.0% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling