+11.2%
ELV vs VSXY
+37.7%
-26.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -1.2% |
| 7D | -2.2% | -10.7% | +8.5% | -2.0% |
| 30D | -0.2% | -24.3% | +24.1% | +0.5% |
| 3M | -6.1% | +1.0% | -7.1% | -6.2% |
| 6M | +42.8% | +57.4% | -14.5% | +39.9% |
| YTD | +14.4% | +39.8% | -25.4% | +12.5% |
| 1Y | +28.6% | +196.5% | -167.9% | +22.6% |
| 3Y | -7.4% | +357.2% | -364.7% | -16.7% |
| 5Y | +14.5% | +18.9% | -4.4% | +11.6% |
| All | +11.2% | +37.7% | -26.5% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling