-2.0%
ELV vs NWSA
+43.3%
-45.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -2.8% | +6.0% | +3.7% |
| 30D | +5.4% | +3.0% | +2.3% | +4.9% |
| 3M | +5.4% | +12.3% | -7.0% | +3.1% |
| 6M | +45.7% | +21.9% | +23.8% | +40.9% |
| YTD | +21.2% | +13.6% | +7.6% | +18.5% |
| 1Y | +35.6% | +0.5% | +35.1% | +34.5% |
| 3Y | -2.0% | +43.8% | -45.8% | -9.7% |
| All | -2.0% | +43.3% | -45.3% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling