+149.4%
EWT vs ELV
+24.6%
+124.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.1% |
| 7D | -1.1% | +2.8% | -3.9% | -1.3% |
| 30D | +4.5% | +4.9% | -0.5% | +4.2% |
| 3M | +8.3% | +4.9% | +3.4% | +7.8% |
| 6M | +54.2% | +45.1% | +9.2% | +49.5% |
| YTD | +74.6% | +20.7% | +53.9% | +71.0% |
| 1Y | +84.9% | +35.0% | +49.9% | +79.3% |
| 3Y | +197.5% | -2.4% | +200.0% | +194.3% |
| All | +149.4% | +24.6% | +124.9% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling