+147.1%
VXUS vs ELF
+335.0%
-188.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -0.5% | +4.3% | -4.8% | -0.9% |
| 30D | -1.2% | +7.7% | -8.9% | -2.0% |
| 3M | -3.8% | +24.7% | -28.5% | -6.1% |
| 6M | -1.7% | +114.6% | -116.3% | -9.5% |
| YTD | +11.4% | +55.8% | -44.4% | +5.2% |
| 1Y | +13.3% | +51.9% | -38.6% | +7.2% |
| 3Y | +70.0% | +24.6% | +45.4% | +54.0% |
| 5Y | +48.1% | +279.2% | -231.1% | +12.2% |
| 10Y | +147.1% | +338.7% | -191.7% | +67.6% |
| All | +147.1% | +335.0% | -188.0% | +67.6% |
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