-14.8%
EQT vs ELV
+50.0%
-64.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.6% |
| 7D | -2.0% | +2.8% | -4.7% | -2.2% |
| 30D | 0.0% | +4.9% | -4.9% | -0.5% |
| 3M | +5.9% | +4.9% | +1.0% | +5.6% |
| 6M | -14.8% | +45.1% | -59.9% | -16.3% |
| All | -14.8% | +50.0% | -64.8% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling