+96.7%
ELAN vs QS
-24.6%
+121.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.1% |
| 7D | -5.4% | -3.6% | -1.8% | -5.0% |
| 30D | +4.7% | -17.2% | +21.9% | +7.2% |
| 3M | -3.7% | -27.0% | +23.3% | -0.5% |
| 6M | -1.2% | -24.6% | +23.4% | +1.5% |
| YTD | +2.4% | -49.3% | +51.7% | +9.7% |
| 1Y | +23.4% | -40.3% | +63.7% | +25.6% |
| 3Y | +96.7% | -23.8% | +120.5% | +68.5% |
| All | +96.7% | -24.6% | +121.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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