+276.2%
ELF vs VSXY
+37.7%
+238.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.5% |
| 7D | -6.8% | -10.7% | +3.9% | -5.2% |
| 30D | +5.1% | -24.3% | +29.3% | +9.9% |
| 3M | +79.8% | +1.0% | +78.8% | +78.7% |
| 6M | +29.7% | +57.4% | -27.6% | +16.2% |
| YTD | +31.6% | +39.8% | -8.2% | +20.1% |
| 1Y | -27.9% | +196.5% | -224.4% | -43.2% |
| 3Y | -26.4% | +357.2% | -383.7% | -48.1% |
| 5Y | +235.6% | +18.9% | +216.7% | +182.8% |
| All | +276.2% | +37.7% | +238.6% | +201.2% |
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