-51.4%
VG vs ELF
-7.8%
-43.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.8% |
| 7D | -22.0% | -2.7% | -19.3% | -21.9% |
| 30D | -14.7% | +6.9% | -21.6% | -15.2% |
| 3M | -7.1% | +27.2% | -34.3% | -9.0% |
| 6M | -11.2% | +84.9% | -96.0% | -16.8% |
| YTD | +69.8% | +44.5% | +25.4% | +61.5% |
| 1Y | +49.9% | -6.8% | +56.6% | +51.2% |
| All | -51.4% | -7.8% | -43.6% | -60.8% |
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 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