-27.9%
ELF vs VSXY
+198.1%
-226.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.5% |
| 7D | -6.8% | -10.7% | +3.9% | -5.4% |
| 30D | +5.1% | -24.3% | +29.3% | +9.3% |
| 3M | +79.8% | +1.0% | +78.8% | +78.9% |
| 6M | +29.7% | +57.4% | -27.6% | +15.2% |
| YTD | +31.6% | +39.8% | -8.2% | +19.7% |
| 1Y | -27.9% | +196.5% | -224.4% | -54.9% |
| All | -27.9% | +198.1% | -226.0% | -54.9% |
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