+7.2%
VNQ vs ELF
+217.8%
-210.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.5% | -0.5% |
| 7D | -2.6% | -10.8% | +8.2% | -1.7% |
| 30D | -2.3% | +0.8% | -3.2% | -2.5% |
| 3M | -2.8% | +64.8% | -67.6% | -7.1% |
| 6M | +2.5% | +19.0% | -16.5% | +0.4% |
| YTD | +8.4% | +25.9% | -17.5% | +5.3% |
| 1Y | +6.8% | -28.8% | +35.5% | +8.0% |
| 3Y | +29.9% | -29.6% | +59.5% | +23.6% |
| 5Y | +7.2% | +216.2% | -209.0% | -31.5% |
| All | +7.2% | +217.8% | -210.6% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling