+956.8%
ELF vs EQX
+232.0%
+724.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | -11.6% | -3.2% | -8.4% | -11.5% |
| 30D | +4.6% | +7.8% | -3.1% | +4.4% |
| 3M | +59.7% | +21.3% | +38.4% | +58.9% |
| 6M | +21.2% | -22.4% | +43.6% | +21.4% |
| YTD | +27.4% | -11.3% | +38.8% | +27.4% |
| 1Y | -29.8% | +13.5% | -43.3% | -30.0% |
| 3Y | -28.5% | +162.1% | -190.6% | -30.6% |
| 5Y | +220.0% | +84.2% | +135.9% | +213.4% |
| All | +956.8% | +232.0% | +724.8% | +1,059.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling