+14.1%
VNQ vs ELF
-3.2%
+17.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.1% |
| 7D | +6.8% | -1.5% | +8.3% | +6.9% |
| 30D | +10.0% | +9.5% | +0.4% | +9.6% |
| 3M | 0.0% | +29.4% | -29.4% | -1.0% |
| 6M | +4.5% | +83.7% | -79.2% | +2.1% |
| YTD | +13.9% | +49.4% | -35.5% | +11.9% |
| 1Y | +14.1% | -3.9% | +18.0% | +12.8% |
| All | +14.1% | -3.2% | +17.3% | +12.8% |
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