+216.2%
ELF vs EQX
+73.3%
+143.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.7% | -4.2% |
| 7D | -10.8% | -7.0% | -3.8% | -10.7% |
| 30D | +0.8% | +4.8% | -4.0% | +0.7% |
| 3M | +64.8% | +25.6% | +39.1% | +64.2% |
| 6M | +19.0% | -25.8% | +44.8% | +18.9% |
| YTD | +25.9% | -12.7% | +38.7% | +25.9% |
| 1Y | -28.8% | +14.1% | -42.8% | -28.6% |
| 3Y | -29.6% | +165.7% | -195.4% | -30.7% |
| 5Y | +216.2% | +81.2% | +135.0% | +228.4% |
| All | +216.2% | +73.3% | +143.0% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling