+82.8%
ELV vs EQX
+232.0%
-149.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +3.2% | -3.2% | +6.4% | +3.3% |
| 30D | +5.4% | +7.8% | -2.4% | +5.0% |
| 3M | +5.4% | +21.3% | -16.0% | +4.4% |
| 6M | +45.7% | -22.4% | +68.1% | +46.4% |
| YTD | +21.2% | -11.3% | +32.5% | +20.8% |
| 1Y | +35.6% | +13.5% | +22.1% | +33.7% |
| 3Y | -2.0% | +162.1% | -164.1% | -7.7% |
| 5Y | +26.0% | +84.2% | -58.2% | +19.1% |
| All | +82.8% | +232.0% | -149.3% | +91.6% |
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 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