+61.4%
VWO vs ELF
-30.3%
+91.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.2% |
| 7D | -1.7% | -10.8% | +9.1% | -1.0% |
| 30D | -0.3% | +0.8% | -1.1% | -0.4% |
| 3M | +4.0% | +64.8% | -60.8% | +0.5% |
| 6M | +8.1% | +19.0% | -10.9% | +6.4% |
| YTD | +11.6% | +25.9% | -14.3% | +9.2% |
| 1Y | +16.2% | -28.8% | +45.0% | +16.9% |
| All | +61.4% | -30.3% | +91.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling