+54.5%
ELV vs QS
-43.2%
+97.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | +2.0% | -8.1% | +10.0% | +2.0% |
| 3M | -3.5% | -27.0% | +23.5% | -3.4% |
| 6M | +40.2% | -16.4% | +56.6% | +40.2% |
| YTD | +15.8% | -46.4% | +62.2% | +15.9% |
| 1Y | +33.2% | -41.1% | +74.3% | +33.3% |
| 3Y | -6.2% | -18.6% | +12.4% | -6.9% |
| 5Y | +16.4% | -73.0% | +89.5% | +15.8% |
| All | +54.5% | -43.2% | +97.7% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling