+195.6%
EQT vs ELV
+24.4%
+171.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.4% |
| 7D | -1.2% | +0.9% | -2.0% | -1.3% |
| 30D | +1.1% | +7.2% | -6.1% | -0.2% |
| 3M | +4.8% | +3.4% | +1.4% | +3.9% |
| 6M | -10.6% | +48.6% | -59.2% | -17.3% |
| YTD | +3.4% | +20.6% | -17.1% | -0.7% |
| 1Y | +8.7% | +38.5% | -29.8% | +1.3% |
| 3Y | +35.0% | -2.4% | +37.4% | +32.8% |
| All | +195.6% | +24.4% | +171.1% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling