+222.9%
EWY vs ELV
-2.5%
+225.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.2% |
| 7D | -0.1% | +2.8% | -2.8% | -0.1% |
| 30D | +7.3% | +4.9% | +2.4% | +7.2% |
| 3M | -5.1% | +4.9% | -10.0% | -5.2% |
| 6M | +42.1% | +45.1% | -3.0% | +37.6% |
| YTD | +94.1% | +20.7% | +73.4% | +89.5% |
| 1Y | +147.8% | +35.0% | +112.8% | +139.5% |
| 3Y | +222.9% | -2.4% | +225.4% | +216.9% |
| All | +222.9% | -2.5% | +225.5% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling