+64.2%
EWZ vs ELV
+268.8%
-204.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | -25.9% | +1.1% | -27.0% | -26.1% |
| 3M | -6.1% | +8.2% | -14.3% | -8.7% |
| 6M | -16.1% | +10.2% | -26.3% | -19.6% |
| YTD | +1.0% | +24.4% | -23.4% | -8.8% |
| 1Y | 0.0% | +33.8% | -33.9% | -12.3% |
| 3Y | +16.8% | -1.4% | +18.2% | +10.6% |
| 5Y | +52.1% | +5.8% | +46.2% | +35.4% |
| All | +64.2% | +268.8% | -204.5% | +2.0% |
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