+146.4%
VXUS vs ELF
+334.6%
-188.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | +1.6% | -1.2% | +2.7% | +1.7% |
| 30D | +1.0% | +5.9% | -4.9% | +0.3% |
| 3M | +5.7% | +99.5% | -93.9% | -1.8% |
| 6M | +13.6% | +26.5% | -13.0% | +10.1% |
| YTD | +17.4% | +37.2% | -19.8% | +12.4% |
| 1Y | +25.1% | -24.4% | +49.5% | +25.8% |
| 3Y | +75.8% | -23.3% | +99.2% | +68.3% |
| 5Y | +55.4% | +245.2% | -189.8% | +19.1% |
| All | +146.4% | +334.6% | -188.2% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling