+407.9%
VUG vs ELF
+357.0%
+51.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -0.1% | +5.4% | -5.5% | -0.9% |
| 30D | -0.3% | +27.0% | -27.3% | -3.9% |
| 3M | -0.7% | +113.2% | -113.9% | -11.6% |
| 6M | +14.6% | +36.6% | -21.9% | +8.3% |
| YTD | +9.0% | +44.2% | -35.2% | +1.6% |
| 1Y | +14.9% | -18.0% | +32.9% | +14.5% |
| 3Y | +86.0% | -19.9% | +106.0% | +73.9% |
| 5Y | +76.7% | +257.7% | -181.0% | +23.5% |
| All | +407.9% | +357.0% | +51.0% | +211.3% |
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