+99.3%
VSH vs ELF
+45.6%
+53.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -3.9% |
| 7D | +26.2% | +3.4% | +22.9% | +25.7% |
| 30D | -12.5% | +5.0% | -17.5% | -12.9% |
| 3M | -16.9% | +22.6% | -39.5% | -19.0% |
| 6M | -17.0% | +104.0% | -120.9% | -23.9% |
| YTD | +93.8% | +49.3% | +44.5% | +79.6% |
| 1Y | +99.3% | +46.0% | +53.3% | +86.3% |
| All | +99.3% | +45.6% | +53.8% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling