+17.8%
ELV vs VSXY
+37.5%
-19.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +5.4% | -18.7% | +24.0% | +5.9% |
| 3M | +5.4% | -4.0% | +9.3% | +5.4% |
| 6M | +45.7% | +67.5% | -21.8% | +42.4% |
| YTD | +21.2% | +39.7% | -18.5% | +19.2% |
| 1Y | +35.6% | +180.0% | -144.4% | +29.5% |
| 3Y | -2.0% | +337.3% | -339.3% | -11.6% |
| 5Y | +26.0% | +22.7% | +3.3% | +22.8% |
| All | +17.8% | +37.5% | -19.7% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling