+63.8%
EW vs ELV
-1.5%
+65.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +6.5% | -1.1% | +7.6% | +6.5% |
| 30D | +22.5% | +1.8% | +20.7% | +22.3% |
| 3M | +13.0% | +10.5% | +2.5% | +12.3% |
| 6M | +37.1% | +13.5% | +23.7% | +36.1% |
| YTD | +24.1% | +24.3% | -0.2% | +22.6% |
| 1Y | +24.2% | +38.9% | -14.7% | +21.8% |
| All | +63.8% | -1.5% | +65.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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