+1,037.5%
ELF vs EQX
+238.5%
+799.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.8% |
| 7D | -1.2% | +3.8% | -4.9% | -1.3% |
| 30D | +5.9% | +9.4% | -3.5% | +5.6% |
| 3M | +99.5% | +16.8% | +82.7% | +98.6% |
| 6M | +26.5% | -23.7% | +50.2% | +26.7% |
| YTD | +37.2% | -9.6% | +46.8% | +37.1% |
| 1Y | -24.4% | +29.1% | -53.5% | -24.8% |
| 3Y | -23.3% | +175.3% | -198.7% | -25.7% |
| 5Y | +245.2% | +77.3% | +167.9% | +238.5% |
| All | +1,037.5% | +238.5% | +799.0% | +1,147.1% |
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