-7.4%
EW vs ELV
+8.6%
-16.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +6.5% | -1.1% | +7.6% | +6.6% |
| 30D | +22.5% | +1.8% | +20.7% | +22.1% |
| 3M | +13.0% | +10.5% | +2.5% | +11.3% |
| 6M | +37.1% | +13.5% | +23.7% | +34.3% |
| YTD | +24.1% | +24.3% | -0.2% | +19.4% |
| 1Y | +24.2% | +38.9% | -14.7% | +17.2% |
| 3Y | +64.8% | -1.5% | +66.2% | +62.7% |
| 5Y | -7.4% | +7.3% | -14.7% | -16.6% |
| All | -7.4% | +8.6% | -16.1% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling