+55.2%
EWT vs EL
+25.6%
+29.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.0% |
| 7D | -10.9% | +2.5% | -13.4% | -11.2% |
| 30D | -17.7% | +20.1% | -37.8% | -19.9% |
| 3M | -5.0% | +29.3% | -34.3% | -8.7% |
| 6M | +7.4% | +38.8% | -31.4% | +1.4% |
| YTD | +52.8% | +8.1% | +44.7% | +45.1% |
| 1Y | +55.2% | +22.3% | +32.8% | +43.0% |
| All | +55.2% | +25.6% | +29.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling