+62.4%
EWY vs ELV
+42.6%
+19.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -1.1% |
| 7D | -8.3% | +4.8% | -13.1% | -7.6% |
| 30D | -20.5% | +10.1% | -30.6% | -19.5% |
| 3M | -11.1% | +15.4% | -26.5% | -9.6% |
| 6M | -7.0% | +17.7% | -24.7% | -5.6% |
| YTD | +56.5% | +25.7% | +30.8% | +52.5% |
| 1Y | +62.4% | +39.9% | +22.6% | +59.4% |
| All | +62.4% | +42.6% | +19.8% | +59.4% |
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