+775.6%
VGT vs ELF
+303.8%
+471.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -0.2% | -11.6% | +11.5% | +1.8% |
| 30D | -0.4% | +4.6% | -5.1% | -1.3% |
| 3M | +4.4% | +59.7% | -55.3% | -3.7% |
| 6M | +32.1% | +21.2% | +10.9% | +26.4% |
| YTD | +28.8% | +27.4% | +1.3% | +21.4% |
| 1Y | +35.3% | -29.8% | +65.2% | +38.4% |
| 3Y | +124.8% | -28.5% | +153.2% | +113.0% |
| 5Y | +137.9% | +220.0% | -82.1% | +65.3% |
| All | +775.6% | +303.8% | +471.8% | +428.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling