-18.0%
ELF vs EQX
+42.9%
-60.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | +5.4% | -1.4% | +6.7% | +5.4% |
| 30D | +27.0% | +24.4% | +2.6% | +25.3% |
| 3M | +113.2% | +11.6% | +101.6% | +110.3% |
| 6M | +36.6% | -25.0% | +61.6% | +34.5% |
| YTD | +44.2% | -8.4% | +52.6% | +44.8% |
| 1Y | -18.0% | +43.4% | -61.4% | -9.6% |
| All | -18.0% | +42.9% | -60.9% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling