+35.8%
EQT vs ELF
-30.3%
+66.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | -1.2% | -10.8% | +9.7% | -0.7% |
| 30D | +1.1% | +0.8% | +0.3% | +1.0% |
| 3M | +4.8% | +64.8% | -60.0% | +2.3% |
| 6M | -10.6% | +19.0% | -29.6% | -11.4% |
| YTD | +3.4% | +25.9% | -22.5% | +1.9% |
| 1Y | +8.7% | -28.8% | +37.4% | +9.4% |
| All | +35.8% | -30.3% | +66.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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