+14.5%
ELV vs VSH
+67.3%
-52.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -2.2% | +3.5% | -5.7% | -2.4% |
| 30D | -0.2% | -4.4% | +4.2% | 0.0% |
| 3M | -6.1% | -45.8% | +39.7% | -3.2% |
| 6M | +42.8% | +90.1% | -47.3% | +32.6% |
| YTD | +14.4% | +120.3% | -105.9% | +4.9% |
| 1Y | +28.6% | +112.2% | -83.6% | +18.1% |
| 3Y | -7.4% | +36.6% | -44.0% | -11.8% |
| 5Y | +14.5% | +67.0% | -52.6% | +2.6% |
| All | +14.5% | +67.3% | -52.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling