-35.6%
ELAN vs QID
-97.5%
+61.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +0.7% |
| 7D | -5.4% | +1.3% | -6.7% | -4.9% |
| 30D | +4.7% | +2.9% | +1.8% | +6.0% |
| 3M | -3.7% | -0.7% | -2.9% | -3.3% |
| 6M | -1.2% | -29.7% | +28.5% | -11.4% |
| YTD | +2.4% | -27.9% | +30.3% | -6.7% |
| 1Y | +23.4% | -34.6% | +57.9% | +9.2% |
| 3Y | +96.7% | -73.5% | +170.2% | +36.8% |
| 5Y | -30.6% | -81.0% | +50.4% | -51.2% |
| All | -35.6% | -97.5% | +61.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling