+204.3%
VT vs ELF
+357.7%
-153.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -3.7% |
| 7D | -4.2% | -2.7% | -1.4% | -3.8% |
| 30D | -5.8% | +6.9% | -12.7% | -6.6% |
| 3M | -5.2% | +27.2% | -32.4% | -8.1% |
| 6M | +0.1% | +84.9% | -84.7% | -7.5% |
| YTD | +8.2% | +44.5% | -36.2% | +2.1% |
| 1Y | +10.1% | -6.8% | +16.9% | +8.2% |
| 3Y | +69.7% | +14.2% | +55.4% | +52.8% |
| 5Y | +53.4% | +250.6% | -197.2% | +13.1% |
| 10Y | +219.2% | +318.0% | -98.8% | +107.7% |
| All | +204.3% | +357.7% | -153.4% | +98.0% |
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 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