+61.6%
ELV vs QS
-46.4%
+108.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +3.2% | -3.6% | +6.9% | +3.2% |
| 30D | +5.4% | -17.2% | +22.6% | +5.4% |
| 3M | +5.4% | -27.0% | +32.3% | +5.4% |
| 6M | +45.7% | -24.6% | +70.3% | +45.7% |
| YTD | +21.2% | -49.3% | +70.5% | +21.3% |
| 1Y | +35.6% | -40.3% | +76.0% | +35.7% |
| 3Y | -2.0% | -23.8% | +21.8% | -2.7% |
| 5Y | +26.0% | -75.0% | +101.0% | +25.3% |
| All | +61.6% | -46.4% | +108.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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