+167.4%
VSH vs ELF
+317.0%
-149.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.6% |
| 7D | +3.5% | -6.8% | +10.3% | +5.2% |
| 30D | -4.4% | +5.1% | -9.5% | -5.8% |
| 3M | -45.8% | +79.8% | -125.6% | -53.2% |
| 6M | +90.1% | +29.7% | +60.4% | +75.5% |
| YTD | +120.3% | +31.6% | +88.7% | +100.5% |
| 1Y | +112.2% | -27.9% | +140.1% | +118.8% |
| 3Y | +36.6% | -26.4% | +63.0% | +26.6% |
| 5Y | +67.0% | +235.6% | -168.6% | -0.4% |
| All | +167.4% | +317.0% | -149.6% | +33.2% |
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