+303.5%
EWY vs ELV
+280.2%
+23.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | +3.2% | -3.3% | -0.9% |
| 30D | +7.3% | +5.4% | +1.9% | +5.7% |
| 3M | -5.1% | +5.4% | -10.5% | -7.1% |
| 6M | +42.1% | +45.7% | -3.7% | +26.8% |
| YTD | +94.1% | +21.2% | +72.9% | +80.6% |
| 1Y | +147.8% | +35.6% | +112.2% | +122.4% |
| 3Y | +222.9% | -2.0% | +224.9% | +210.1% |
| 5Y | +150.6% | +26.0% | +124.6% | +113.0% |
| All | +303.5% | +280.2% | +23.3% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling