+590.1%
EWT vs EL
+519.7%
+70.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +1.6% | +1.7% | 0.0% | +1.1% |
| 30D | +8.2% | +15.5% | -7.3% | +3.0% |
| 3M | +11.1% | +20.6% | -9.5% | +4.1% |
| 6M | +60.4% | +10.5% | +50.0% | +52.9% |
| YTD | +75.6% | -1.9% | +77.5% | +71.5% |
| 1Y | +91.3% | +16.1% | +75.2% | +76.3% |
| 3Y | +200.3% | -30.2% | +230.5% | +202.7% |
| 5Y | +156.4% | -67.4% | +223.8% | +225.5% |
| 10Y | +495.8% | +31.2% | +464.6% | +339.2% |
| All | +590.1% | +519.7% | +70.4% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling