+272.1%
ELV vs VSH
+196.4%
+75.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +4.6% |
| 7D | +2.8% | +4.8% | -2.0% | +2.0% |
| 30D | +4.9% | -0.7% | +5.6% | +4.8% |
| 3M | +4.9% | -43.1% | +47.9% | +14.0% |
| 6M | +45.1% | +91.8% | -46.7% | +20.5% |
| YTD | +20.7% | +131.6% | -111.0% | -4.3% |
| 1Y | +35.0% | +118.1% | -83.1% | +7.8% |
| 3Y | -2.4% | +40.9% | -43.3% | -16.6% |
| 5Y | +25.5% | +75.8% | -50.3% | -3.9% |
| All | +272.1% | +196.4% | +75.7% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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