+197.5%
EWT vs ELV
-2.5%
+200.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.7% |
| 7D | -1.1% | +2.8% | -3.9% | -1.1% |
| 30D | +4.5% | +4.9% | -0.5% | +4.5% |
| 3M | +8.3% | +4.9% | +3.4% | +8.2% |
| 6M | +54.2% | +45.1% | +9.2% | +52.8% |
| YTD | +74.6% | +20.7% | +53.9% | +73.1% |
| 1Y | +84.9% | +35.0% | +49.9% | +83.2% |
| 3Y | +197.5% | -2.4% | +200.0% | +193.2% |
| All | +197.5% | -2.5% | +200.1% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling