-23.3%
ELF vs VSXY
+335.0%
-358.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.7% | -5.6% |
| 7D | -1.2% | -6.8% | +5.6% | -0.1% |
| 30D | +5.9% | -20.4% | +26.3% | +10.2% |
| 3M | +99.5% | +2.9% | +96.6% | +97.4% |
| 6M | +26.5% | +67.9% | -41.4% | +10.1% |
| YTD | +37.2% | +44.9% | -7.7% | +22.9% |
| 1Y | -24.4% | +205.9% | -230.3% | -43.2% |
| 3Y | -23.3% | +373.9% | -397.2% | -48.2% |
| All | -23.3% | +335.0% | -358.3% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling