+273.7%
ELV vs QSR
+135.2%
+138.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +3.2% | -4.0% | +7.2% | +4.7% |
| 30D | +5.4% | +2.8% | +2.6% | +4.2% |
| 3M | +5.4% | +5.1% | +0.3% | +3.1% |
| 6M | +45.7% | +8.8% | +36.9% | +40.1% |
| YTD | +21.2% | +14.8% | +6.4% | +13.6% |
| 1Y | +35.6% | +25.7% | +9.9% | +22.3% |
| 3Y | -2.0% | +27.5% | -29.5% | -14.1% |
| 5Y | +26.0% | +41.3% | -15.2% | +4.2% |
| All | +273.7% | +135.2% | +138.6% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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