+75.8%
VT vs ELF
-19.9%
+95.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +0.4% | +5.4% | -4.9% | 0.0% |
| 30D | +1.0% | +27.0% | -26.0% | -1.0% |
| 3M | +2.4% | +113.2% | -110.8% | -3.9% |
| 6M | +12.0% | +36.6% | -24.6% | +8.6% |
| YTD | +15.3% | +44.2% | -28.9% | +11.0% |
| 1Y | +22.6% | -18.0% | +40.6% | +22.4% |
| All | +75.8% | -19.9% | +95.7% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling