+126.8%
VXUS vs ELF
+383.9%
-257.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.4% |
| 7D | -1.8% | +4.0% | -5.7% | -2.2% |
| 30D | -4.6% | +10.6% | -15.1% | -5.6% |
| 3M | -6.1% | +25.8% | -31.9% | -8.4% |
| 6M | -4.9% | +89.1% | -94.0% | -11.3% |
| YTD | +8.1% | +52.7% | -44.7% | +2.3% |
| 1Y | +12.1% | +51.7% | -39.6% | +6.0% |
| 3Y | +63.9% | +14.2% | +49.6% | +50.0% |
| 5Y | +43.1% | +270.7% | -227.6% | +9.0% |
| 10Y | +139.2% | +341.9% | -202.7% | +62.5% |
| All | +126.8% | +383.9% | -257.1% | +54.1% |
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