+900.2%
EWZ vs ELV
+2,444.2%
-1,544.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.1% |
| 7D | +6.5% | +3.3% | +3.2% | +5.2% |
| 30D | +4.8% | +4.2% | +0.7% | +3.2% |
| 3M | +9.9% | -0.1% | +10.0% | +9.1% |
| 6M | +1.9% | +41.3% | -39.3% | -11.7% |
| YTD | +20.3% | +17.4% | +2.9% | +10.4% |
| 1Y | +35.6% | +35.1% | +0.6% | +17.2% |
| 3Y | +43.4% | -3.2% | +46.7% | +35.5% |
| 5Y | +55.9% | +15.6% | +40.3% | +33.6% |
| 10Y | +84.2% | +276.8% | -192.6% | -5.1% |
| All | +900.2% | +2,444.2% | -1,544.0% | +270.5% |
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