+54.4%
VXUS vs ELF
+259.0%
-204.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +1.0% | +5.4% | -4.3% | +0.6% |
| 30D | +2.2% | +27.0% | -24.8% | 0.0% |
| 3M | +3.0% | +113.2% | -110.2% | -3.9% |
| 6M | +10.7% | +36.6% | -25.9% | +7.0% |
| YTD | +17.8% | +44.2% | -26.4% | +13.1% |
| 1Y | +27.6% | -18.0% | +45.6% | +27.4% |
| 3Y | +73.3% | -19.9% | +93.2% | +64.6% |
| All | +54.4% | +259.0% | -204.6% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling