+345.5%
ELF vs VSXY
+101.4%
+244.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +6.3% | +10.2% | -3.9% | +4.5% |
| 30D | +8.5% | +33.6% | -25.1% | +3.0% |
| 3M | +24.4% | +10.8% | +13.6% | +21.6% |
| 6M | +94.7% | +130.5% | -35.8% | +63.5% |
| YTD | +55.9% | +104.4% | -48.6% | +32.8% |
| 1Y | +48.4% | +216.5% | -168.1% | +15.7% |
| 3Y | +24.6% | +465.9% | -441.3% | -15.4% |
| 5Y | +285.0% | +123.1% | +161.9% | +198.0% |
| All | +345.5% | +101.4% | +244.2% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling