+343.5%
ELF vs VSXY
+93.0%
+250.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.7% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | +9.1% | +20.1% | -11.0% | +5.6% |
| 3M | +28.2% | +16.6% | +11.6% | +24.2% |
| 6M | +119.5% | +134.9% | -15.4% | +83.5% |
| YTD | +55.2% | +96.0% | -40.8% | +33.2% |
| 1Y | +58.6% | +203.8% | -145.2% | +24.6% |
| 3Y | +21.3% | +465.3% | -444.1% | -17.5% |
| 5Y | +276.2% | +106.3% | +169.9% | +194.3% |
| All | +343.5% | +93.0% | +250.5% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling