+18.9%
ELV vs QS
-75.6%
+94.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.4% | -1.2% |
| 7D | -2.2% | -4.2% | +2.0% | -2.2% |
| 30D | -0.2% | -15.7% | +15.5% | 0.0% |
| 3M | -6.1% | -28.7% | +22.6% | -5.8% |
| 6M | +42.8% | -23.2% | +66.1% | +43.0% |
| YTD | +14.4% | -49.9% | +64.3% | +15.1% |
| 1Y | +28.6% | -38.8% | +67.4% | +28.9% |
| 3Y | -7.4% | -24.0% | +16.6% | -9.8% |
| All | +18.9% | -75.6% | +94.6% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling