+312.5%
VOO vs ELF
+393.6%
-81.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | +4.3% | -5.2% | -1.4% |
| 30D | -2.3% | +7.7% | -10.1% | -3.3% |
| 3M | -1.2% | +24.7% | -25.9% | -4.0% |
| 6M | +3.3% | +114.6% | -111.3% | -6.7% |
| YTD | +12.3% | +55.8% | -43.5% | +4.6% |
| 1Y | +12.5% | +51.9% | -39.4% | +5.0% |
| 3Y | +79.2% | +24.6% | +54.6% | +58.6% |
| 5Y | +75.7% | +279.2% | -203.5% | +26.2% |
| 10Y | +313.7% | +338.7% | -25.1% | +161.3% |
| All | +312.5% | +393.6% | -81.1% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling