+58.6%
VNQ vs ELF
+303.8%
-245.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.3% | -11.6% | +10.4% | +0.1% |
| 30D | -2.6% | +4.6% | -7.2% | -3.2% |
| 3M | -2.0% | +59.7% | -61.7% | -7.5% |
| 6M | +4.3% | +21.2% | -16.9% | +1.2% |
| YTD | +9.2% | +27.4% | -18.2% | +4.7% |
| 1Y | +5.6% | -29.8% | +35.4% | +7.2% |
| 3Y | +30.8% | -28.5% | +59.3% | +24.7% |
| 5Y | +8.0% | +220.0% | -212.1% | -21.8% |
| All | +58.6% | +303.8% | -245.2% | +1.0% |
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