+2,419.4%
ELV vs VSH
+172.1%
+2,247.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.6% |
| 7D | +3.3% | +4.1% | -0.7% | +2.5% |
| 30D | +4.2% | -4.2% | +8.3% | +4.6% |
| 3M | -0.1% | -50.0% | +49.9% | +11.4% |
| 6M | +41.3% | +80.2% | -38.9% | +20.1% |
| YTD | +17.4% | +121.1% | -103.7% | -4.6% |
| 1Y | +35.1% | +112.0% | -76.9% | +10.0% |
| 3Y | -3.2% | +22.5% | -25.8% | -15.5% |
| 5Y | +15.6% | +64.0% | -48.4% | -7.4% |
| 10Y | +276.8% | +170.4% | +106.4% | +160.3% |
| All | +2,419.4% | +172.1% | +2,247.3% | +1,300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling