+273.7%
ELV vs NWSA
+149.4%
+124.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -2.8% | +6.0% | +4.0% |
| 30D | +5.4% | +3.0% | +2.3% | +4.5% |
| 3M | +5.4% | +12.3% | -7.0% | +1.6% |
| 6M | +45.7% | +21.9% | +23.8% | +37.2% |
| YTD | +21.2% | +13.6% | +7.6% | +16.2% |
| 1Y | +35.6% | +0.5% | +35.1% | +34.2% |
| 3Y | -2.0% | +43.8% | -45.8% | -14.4% |
| 5Y | +26.0% | +41.2% | -15.2% | +7.7% |
| All | +273.7% | +149.4% | +124.4% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling