+168.4%
VSH vs ELF
+357.0%
-188.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.9% |
| 7D | +4.1% | +5.4% | -1.3% | +2.8% |
| 30D | -4.2% | +27.0% | -31.1% | -9.6% |
| 3M | -50.0% | +113.2% | -163.2% | -58.5% |
| 6M | +80.2% | +36.6% | +43.6% | +64.3% |
| YTD | +121.1% | +44.2% | +76.9% | +97.0% |
| 1Y | +112.0% | -18.0% | +130.0% | +112.0% |
| 3Y | +22.5% | -19.9% | +42.5% | +11.4% |
| 5Y | +64.0% | +257.7% | -193.7% | -3.5% |
| All | +168.4% | +357.0% | -188.6% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling