+164.3%
EWY vs ELV
+34.8%
+129.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.5% |
| 7D | +4.8% | +3.3% | +1.5% | +5.1% |
| 30D | +11.7% | +4.2% | +7.5% | +12.0% |
| 3M | -7.4% | -0.1% | -7.3% | -6.8% |
| 6M | +40.6% | +41.3% | -0.7% | +37.9% |
| YTD | +94.3% | +17.4% | +76.8% | +88.2% |
| 1Y | +164.3% | +35.1% | +129.2% | +156.2% |
| All | +164.3% | +34.8% | +129.5% | +156.2% |
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 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