+199.8%
EWT vs EL
-32.9%
+232.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | +2.1% | -2.4% | +4.5% | +2.5% |
| 30D | +9.4% | +13.7% | -4.3% | +7.0% |
| 3M | +10.9% | +14.5% | -3.6% | +8.3% |
| 6M | +57.9% | +7.4% | +50.5% | +54.7% |
| YTD | +75.9% | -4.7% | +80.6% | +74.3% |
| 1Y | +89.7% | +12.9% | +76.8% | +82.9% |
| All | +199.8% | -32.9% | +232.7% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling