+452.3%
EWT vs ELF
+332.6%
+119.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.3% |
| 7D | +9.1% | +1.6% | +7.5% | +8.9% |
| 30D | -12.2% | +9.1% | -21.3% | -13.1% |
| 3M | -9.4% | +28.2% | -37.6% | -12.0% |
| 6M | +2.7% | +119.5% | -116.9% | -6.6% |
| YTD | +53.3% | +55.2% | -1.9% | +44.0% |
| 1Y | +59.2% | +58.6% | +0.6% | +49.0% |
| 3Y | +157.1% | +21.3% | +135.8% | +134.2% |
| 5Y | +119.6% | +276.2% | -156.6% | +69.5% |
| All | +452.3% | +332.6% | +119.7% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling