+519.0%
ELV vs NWSA
+123.2%
+395.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -0.3% | -2.6% | +2.4% | +0.5% |
| 30D | +2.0% | +4.6% | -2.6% | +0.7% |
| 3M | -3.5% | +10.2% | -13.7% | -6.3% |
| 6M | +40.2% | +21.6% | +18.6% | +32.2% |
| YTD | +15.8% | +14.6% | +1.2% | +10.8% |
| 1Y | +33.2% | +0.4% | +32.8% | +31.8% |
| 3Y | -6.2% | +45.0% | -51.2% | -17.9% |
| 5Y | +16.4% | +41.3% | -24.9% | 0.0% |
| 10Y | +259.8% | +142.8% | +117.0% | +136.4% |
| All | +519.0% | +123.2% | +395.8% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling