+118.1%
VSH vs ELF
-28.2%
+146.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +4.8% | -11.6% | +16.4% | +6.8% |
| 30D | -0.7% | +4.6% | -5.3% | -1.6% |
| 3M | -43.1% | +59.7% | -102.8% | -47.2% |
| 6M | +91.8% | +21.2% | +70.6% | +86.8% |
| YTD | +131.6% | +27.4% | +104.2% | +120.4% |
| 1Y | +118.1% | -29.8% | +147.9% | +133.9% |
| All | +118.1% | -28.2% | +146.3% | +133.9% |
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