+221.8%
VT vs ELF
+332.6%
-110.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | -1.5% | +9.1% | -10.6% | -2.6% |
| 3M | -4.1% | +28.2% | -32.3% | -7.1% |
| 6M | +0.6% | +119.5% | -119.0% | -9.0% |
| YTD | +11.0% | +55.2% | -44.1% | +3.8% |
| 1Y | +13.3% | +58.6% | -45.2% | +5.6% |
| 3Y | +73.4% | +21.3% | +52.1% | +55.0% |
| 5Y | +57.4% | +276.2% | -218.8% | +14.5% |
| All | +221.8% | +332.6% | -110.8% | +108.5% |
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 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