+142.3%
VXUS vs ELF
+354.8%
-212.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +2.6% |
| 7D | +0.8% | +7.8% | -7.1% | 0.0% |
| 30D | -1.9% | +9.3% | -11.2% | -2.8% |
| 3M | -4.4% | +21.2% | -25.6% | -6.4% |
| 6M | -2.0% | +96.1% | -98.1% | -9.0% |
| YTD | +11.1% | +57.0% | -45.8% | +4.9% |
| 1Y | +15.1% | +61.9% | -46.8% | +8.1% |
| 3Y | +70.4% | +20.0% | +50.4% | +55.1% |
| 5Y | +47.2% | +284.8% | -237.6% | +11.4% |
| 10Y | +142.3% | +364.2% | -221.9% | +64.8% |
| All | +142.3% | +354.8% | -212.6% | +64.8% |
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 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