+17.7%
ELV vs Q
+78.4%
-60.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.2% |
| 7D | -2.2% | +6.6% | -8.8% | -2.2% |
| 30D | -0.2% | -6.6% | +6.4% | -0.2% |
| 3M | -6.1% | -13.2% | +7.1% | -6.5% |
| 6M | +42.8% | +9.9% | +32.9% | +39.7% |
| YTD | +14.4% | +53.9% | -39.6% | +11.9% |
| All | +17.7% | +78.4% | -60.8% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling