+24.7%
ELV vs Q
+79.8%
-55.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.5% |
| 7D | +3.2% | +4.9% | -1.7% | +3.2% |
| 30D | +5.4% | -11.0% | +16.3% | +5.4% |
| 3M | +5.4% | -15.2% | +20.5% | +5.1% |
| 6M | +45.7% | +8.8% | +36.9% | +42.6% |
| YTD | +21.2% | +55.1% | -33.9% | +18.6% |
| All | +24.7% | +79.8% | -55.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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