+120.4%
VSH vs ELF
+316.3%
-195.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -3.6% |
| 7D | +26.2% | +3.4% | +22.9% | +25.4% |
| 30D | -12.5% | +5.0% | -17.5% | -13.4% |
| 3M | -16.9% | +22.6% | -39.5% | -21.0% |
| 6M | -17.0% | +104.0% | -120.9% | -30.8% |
| YTD | +93.8% | +49.3% | +44.5% | +71.2% |
| 1Y | +99.3% | +46.0% | +53.3% | +77.0% |
| 3Y | +35.0% | +19.4% | +15.6% | +11.7% |
| 5Y | +45.8% | +262.0% | -216.2% | -14.8% |
| All | +120.4% | +316.3% | -195.9% | +8.1% |
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