+1,537.3%
EWT vs ELV
+2,500.7%
-963.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -3.8% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +4.8% | +6.7% | -1.9% | +2.9% |
| 3M | +11.1% | +3.0% | +8.2% | +9.5% |
| 6M | +54.6% | +48.0% | +6.7% | +37.6% |
| YTD | +71.4% | +20.0% | +51.4% | +60.2% |
| 1Y | +82.1% | +37.9% | +44.2% | +63.1% |
| 3Y | +193.2% | -2.8% | +196.1% | +181.0% |
| 5Y | +146.1% | +24.8% | +121.3% | +113.6% |
| 10Y | +505.0% | +275.1% | +229.9% | +247.7% |
| All | +1,537.3% | +2,500.7% | -963.4% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling