+124.4%
VGT vs ELF
-27.2%
+151.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.4% |
| 7D | +1.5% | -6.8% | +8.3% | +2.3% |
| 30D | +0.5% | +5.1% | -4.5% | -0.2% |
| 3M | +5.3% | +79.8% | -74.5% | -2.7% |
| 6M | +32.4% | +29.7% | +2.7% | +27.0% |
| YTD | +28.6% | +31.6% | -3.0% | +22.3% |
| 1Y | +37.6% | -27.9% | +65.5% | +40.2% |
| All | +124.4% | -27.2% | +151.6% | +113.1% |
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