+15.8%
EW vs ELV
-6.5%
+22.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.5% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | -3.3% | +2.0% | -5.3% | -3.5% |
| 3M | +1.0% | -3.5% | +4.5% | +1.2% |
| 6M | +6.2% | +40.2% | -34.0% | +4.2% |
| YTD | +1.7% | +15.8% | -14.1% | +0.8% |
| 1Y | +8.1% | +33.2% | -25.1% | +5.9% |
| All | +15.8% | -6.5% | +22.3% | +13.9% |
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