-27.1%
ELAN vs EQX
+232.0%
-259.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.2% |
| 7D | -5.4% | -3.2% | -2.2% | -5.1% |
| 30D | +4.7% | +7.8% | -3.1% | +3.9% |
| 3M | -3.7% | +21.3% | -25.0% | -5.8% |
| 6M | -1.2% | -22.4% | +21.2% | +0.4% |
| YTD | +2.4% | -11.3% | +13.7% | +2.5% |
| 1Y | +23.4% | +13.5% | +9.9% | +20.4% |
| 3Y | +96.7% | +162.1% | -65.5% | +73.0% |
| 5Y | -30.6% | +84.2% | -114.8% | -39.9% |
| All | -27.1% | +232.0% | -259.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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