+55.2%
EWT vs ELV
+42.6%
+12.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -0.9% |
| 7D | -10.9% | +4.8% | -15.7% | -10.6% |
| 30D | -17.7% | +10.1% | -27.8% | -17.3% |
| 3M | -5.0% | +15.4% | -20.4% | -4.4% |
| 6M | +7.4% | +17.7% | -10.4% | +7.8% |
| YTD | +52.8% | +25.7% | +27.1% | +50.4% |
| 1Y | +55.2% | +39.9% | +15.3% | +53.6% |
| All | +55.2% | +42.6% | +12.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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