+293.7%
VTI vs ELF
+303.8%
-10.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.9% | -11.6% | +10.7% | +0.7% |
| 30D | -1.4% | +4.6% | -6.1% | -2.1% |
| 3M | +3.6% | +59.7% | -56.1% | -3.0% |
| 6M | +13.6% | +21.2% | -7.6% | +9.7% |
| YTD | +12.9% | +27.4% | -14.5% | +7.7% |
| 1Y | +17.2% | -29.8% | +47.0% | +19.3% |
| 3Y | +75.7% | -28.5% | +104.1% | +67.3% |
| 5Y | +75.4% | +220.0% | -144.6% | +26.9% |
| All | +293.7% | +303.8% | -10.1% | +151.1% |
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