+121.2%
VSH vs ELF
+357.0%
-235.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -1.6% | +6.3% | -7.9% | -2.8% |
| 30D | -21.3% | +8.5% | -29.8% | -22.7% |
| 3M | -18.9% | +24.4% | -43.3% | -23.2% |
| 6M | -21.4% | +94.7% | -116.2% | -33.9% |
| YTD | +86.8% | +55.9% | +31.0% | +63.3% |
| 1Y | +85.8% | +48.4% | +37.3% | +64.3% |
| 3Y | +30.1% | +24.6% | +5.5% | +6.5% |
| 5Y | +42.8% | +285.0% | -242.2% | -17.9% |
| 10Y | +121.2% | +357.2% | -236.0% | +5.0% |
| All | +121.2% | +357.0% | -235.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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