+1,972.6%
EWY vs ELV
+2,378.1%
-405.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.9% |
| 7D | +6.7% | -2.2% | +8.9% | +7.4% |
| 30D | +17.0% | -0.2% | +17.2% | +16.8% |
| 3M | +3.7% | -6.1% | +9.8% | +4.7% |
| 6M | +42.5% | +42.8% | -0.3% | +24.5% |
| YTD | +96.2% | +14.4% | +81.9% | +83.0% |
| 1Y | +160.4% | +28.6% | +131.8% | +132.0% |
| 3Y | +231.7% | -7.4% | +239.1% | +219.8% |
| 5Y | +153.3% | +14.5% | +138.8% | +119.5% |
| 10Y | +308.8% | +257.4% | +51.4% | +117.9% |
| All | +1,972.6% | +2,378.1% | -405.4% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling