+42.6%
VSH vs ELF
+284.3%
-241.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.8% | +10.7% | +12.8% |
| 7D | +3.5% | +7.8% | -4.3% | +1.9% |
| 30D | -22.4% | +9.3% | -31.7% | -23.9% |
| 3M | -25.2% | +21.2% | -46.4% | -28.5% |
| 6M | -22.5% | +96.1% | -118.6% | -34.3% |
| YTD | +84.2% | +57.0% | +27.2% | +62.2% |
| 1Y | +87.1% | +61.9% | +25.2% | +63.4% |
| 3Y | +31.7% | +20.0% | +11.7% | +6.0% |
| 5Y | +42.6% | +284.8% | -242.2% | -29.4% |
| All | +42.6% | +284.3% | -241.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling