+372.4%
VUG vs ELF
+383.9%
-11.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.1% |
| 7D | -3.4% | +4.0% | -7.4% | -3.9% |
| 30D | -11.1% | +10.6% | -21.7% | -12.4% |
| 3M | -7.2% | +25.8% | -33.1% | -10.5% |
| 6M | -4.1% | +89.1% | -93.2% | -13.4% |
| YTD | +1.4% | +52.7% | -51.4% | -6.4% |
| 1Y | +1.9% | +51.7% | -49.8% | -6.1% |
| 3Y | +77.7% | +14.2% | +63.5% | +57.0% |
| 5Y | +57.6% | +270.7% | -213.1% | +9.6% |
| 10Y | +398.6% | +341.9% | +56.6% | +202.6% |
| All | +372.4% | +383.9% | -11.6% | +186.7% |
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