+110.9%
VWO vs ELF
+334.6%
-223.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +1.3% | +5.9% | -4.7% | +0.6% |
| 3M | +5.1% | +99.5% | -94.4% | -2.1% |
| 6M | +12.5% | +26.5% | -14.0% | +9.2% |
| YTD | +14.0% | +37.2% | -23.1% | +9.3% |
| 1Y | +19.7% | -24.4% | +44.1% | +20.4% |
| 3Y | +66.8% | -23.3% | +90.1% | +59.8% |
| 5Y | +36.2% | +245.2% | -209.0% | +4.6% |
| All | +110.9% | +334.6% | -223.7% | +45.8% |
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