-29.8%
ELF vs EQX
+17.2%
-47.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -11.6% | -3.2% | -8.4% | -11.4% |
| 30D | +4.6% | +7.8% | -3.1% | +4.0% |
| 3M | +59.7% | +21.3% | +38.4% | +57.7% |
| 6M | +21.2% | -22.4% | +43.6% | +19.9% |
| YTD | +27.4% | -11.3% | +38.8% | +28.4% |
| 1Y | -29.8% | +13.5% | -43.3% | -22.0% |
| All | -29.8% | +17.2% | -47.1% | -22.0% |
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