+66.7%
VSH vs ELF
+239.6%
-172.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | +0.1% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -11.1% | +5.9% | -17.0% | -12.5% |
| 3M | -44.9% | +99.5% | -144.4% | -53.2% |
| 6M | +90.0% | +26.5% | +63.4% | +77.5% |
| YTD | +118.8% | +37.2% | +81.6% | +98.4% |
| 1Y | +109.0% | -24.4% | +133.4% | +114.2% |
| 3Y | +35.6% | -23.3% | +59.0% | +21.6% |
| 5Y | +66.7% | +245.2% | -178.5% | -18.4% |
| All | +66.7% | +239.6% | -172.8% | -18.4% |
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