-18.0%
ELF vs VSXY
+224.6%
-242.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.7% |
| 7D | +5.4% | -14.0% | +19.3% | +7.5% |
| 30D | +27.0% | -15.9% | +42.9% | +30.0% |
| 3M | +113.2% | +3.4% | +109.8% | +111.5% |
| 6M | +36.6% | +25.9% | +10.7% | +29.8% |
| YTD | +44.2% | +39.5% | +4.7% | +31.6% |
| 1Y | -18.0% | +194.4% | -212.3% | -47.1% |
| All | -18.0% | +224.6% | -242.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling