-2.1%
ELV vs VSH
+31.2%
-33.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +1.0% | +14.3% | -13.4% | +0.8% |
| 30D | +0.4% | -7.9% | +8.2% | +0.5% |
| 3M | +8.4% | -19.9% | +28.2% | +8.7% |
| 6M | +8.4% | -30.5% | +38.9% | +8.0% |
| YTD | +24.4% | +85.7% | -61.3% | +17.6% |
| 1Y | +33.5% | +98.9% | -65.4% | +25.8% |
| 3Y | -2.1% | +32.1% | -34.2% | -3.8% |
| All | -2.1% | +31.2% | -33.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling