+513.6%
EWT vs ELV
+280.2%
+233.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -1.1% | +3.2% | -4.3% | -1.7% |
| 30D | +4.5% | +5.4% | -0.9% | +3.4% |
| 3M | +8.3% | +5.4% | +2.9% | +6.8% |
| 6M | +54.2% | +45.7% | +8.5% | +42.5% |
| YTD | +74.6% | +21.2% | +53.4% | +66.2% |
| 1Y | +84.9% | +35.6% | +49.3% | +71.6% |
| 3Y | +197.5% | -2.0% | +199.5% | +189.3% |
| 5Y | +150.6% | +26.0% | +124.6% | +123.1% |
| All | +513.6% | +280.2% | +233.4% | +318.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling