+744.9%
EWZ vs ELV
+2,568.9%
-1,824.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -1.5% | +1.3% | -2.8% | -2.0% |
| 30D | -24.5% | +5.3% | -29.8% | -25.9% |
| 3M | -10.7% | +9.2% | -19.9% | -13.6% |
| 6M | -19.1% | +14.5% | -33.6% | -23.8% |
| YTD | +1.6% | +23.2% | -21.6% | -8.4% |
| 1Y | +4.3% | +38.0% | -33.8% | -10.2% |
| 3Y | +19.0% | -1.5% | +20.5% | +12.0% |
| 5Y | +57.7% | +8.5% | +49.2% | +39.6% |
| 10Y | +51.3% | +309.5% | -258.2% | -24.4% |
| All | +744.9% | +2,568.9% | -1,824.1% | +207.5% |
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