+381.8%
VUG vs ELF
+393.8%
-11.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.2% | +6.3% | -7.5% | -2.1% |
| 30D | -8.9% | +8.5% | -17.4% | -10.0% |
| 3M | -5.9% | +24.4% | -30.3% | -9.1% |
| 6M | -3.3% | +94.7% | -98.0% | -13.0% |
| YTD | +3.4% | +55.9% | -52.4% | -4.8% |
| 1Y | +1.9% | +48.4% | -46.5% | -5.7% |
| 3Y | +76.9% | +24.6% | +52.3% | +54.1% |
| 5Y | +63.9% | +285.0% | -221.1% | +13.3% |
| 10Y | +396.2% | +357.2% | +39.0% | +200.2% |
| All | +381.8% | +393.8% | -11.9% | +191.6% |
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 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