+147.8%
EWY vs ELV
+36.0%
+111.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.3% |
| 7D | -0.1% | +3.2% | -3.3% | +0.3% |
| 30D | +7.3% | +5.4% | +1.9% | +8.0% |
| 3M | -5.1% | +5.4% | -10.5% | -4.2% |
| 6M | +42.1% | +45.7% | -3.7% | +39.8% |
| YTD | +94.1% | +21.2% | +72.9% | +88.5% |
| 1Y | +147.8% | +35.6% | +112.2% | +141.8% |
| All | +147.8% | +36.0% | +111.8% | +141.8% |
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 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