+219.2%
VT vs ELF
+357.0%
-137.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.1% | +6.3% | -6.4% | -0.9% |
| 30D | -3.1% | +8.5% | -11.6% | -4.0% |
| 3M | -3.5% | +24.4% | -27.9% | -6.1% |
| 6M | +0.5% | +94.7% | -94.3% | -7.8% |
| YTD | +10.8% | +55.9% | -45.1% | +3.6% |
| 1Y | +11.9% | +48.4% | -36.5% | +5.1% |
| 3Y | +73.0% | +24.6% | +48.3% | +54.1% |
| 5Y | +58.6% | +285.0% | -226.4% | +15.3% |
| 10Y | +219.2% | +357.2% | -138.0% | +105.9% |
| All | +219.2% | +357.0% | -137.9% | +105.9% |
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