+146.1%
EWT vs ELF
+217.8%
-71.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.0% |
| 7D | -1.1% | -10.8% | +9.7% | +0.2% |
| 30D | +4.8% | +0.8% | +4.0% | +4.6% |
| 3M | +11.1% | +64.8% | -53.6% | +4.3% |
| 6M | +54.6% | +19.0% | +35.7% | +50.2% |
| YTD | +71.4% | +25.9% | +45.5% | +64.6% |
| 1Y | +82.1% | -28.8% | +110.9% | +84.7% |
| 3Y | +193.2% | -29.6% | +222.8% | +179.8% |
| 5Y | +146.1% | +216.2% | -70.2% | +60.7% |
| All | +146.1% | +217.8% | -71.7% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling