+213.7%
VT vs ELF
+337.1%
-123.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.4% |
| 7D | -2.3% | +4.0% | -6.3% | -2.8% |
| 30D | -5.0% | +10.6% | -15.5% | -6.1% |
| 3M | -4.9% | +25.8% | -30.7% | -7.6% |
| 6M | -1.5% | +89.1% | -90.6% | -9.3% |
| YTD | +8.5% | +52.7% | -44.3% | +1.7% |
| 1Y | +11.4% | +51.7% | -40.4% | +4.3% |
| 3Y | +70.1% | +14.2% | +55.9% | +53.3% |
| 5Y | +53.7% | +270.7% | -217.0% | +12.3% |
| All | +213.7% | +337.1% | -123.4% | +102.5% |
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