+47.9%
EQT vs ELF
+317.0%
-269.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | -2.0% | -6.8% | +4.8% | -1.5% |
| 30D | +1.0% | +5.1% | -4.1% | +0.6% |
| 3M | +4.0% | +79.8% | -75.8% | -1.0% |
| 6M | -11.7% | +29.7% | -41.4% | -14.0% |
| YTD | +2.8% | +31.6% | -28.8% | -0.4% |
| 1Y | +10.0% | -27.9% | +37.9% | +10.9% |
| 3Y | +34.1% | -26.4% | +60.6% | +29.6% |
| 5Y | +195.3% | +235.6% | -40.3% | +137.5% |
| All | +47.9% | +317.0% | -269.1% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling