+403.5%
VUG vs ELF
+317.0%
+86.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | +0.1% | -6.8% | +6.9% | +1.1% |
| 30D | -1.7% | +5.1% | -6.8% | -2.5% |
| 3M | +2.8% | +79.8% | -77.0% | -6.1% |
| 6M | +13.6% | +29.7% | -16.1% | +8.2% |
| YTD | +8.1% | +31.6% | -23.5% | +2.0% |
| 1Y | +13.1% | -27.9% | +41.0% | +14.9% |
| 3Y | +87.0% | -26.4% | +113.4% | +76.8% |
| 5Y | +76.0% | +235.6% | -159.6% | +24.1% |
| All | +403.5% | +317.0% | +86.5% | +212.6% |
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