-2.0%
ELV vs QSR
+25.8%
-27.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.2% | -4.0% | +7.2% | +3.7% |
| 30D | +5.4% | +2.8% | +2.6% | +5.0% |
| 3M | +5.4% | +5.1% | +0.3% | +4.6% |
| 6M | +45.7% | +8.8% | +36.9% | +43.4% |
| YTD | +21.2% | +14.8% | +6.4% | +17.9% |
| 1Y | +35.6% | +25.7% | +9.9% | +29.0% |
| 3Y | -2.0% | +27.5% | -29.5% | -7.6% |
| All | -2.0% | +25.8% | -27.8% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling