-35.6%
ELAN vs QSR
+68.5%
-104.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | -5.4% | -4.0% | -1.4% | -3.7% |
| 30D | +4.7% | +2.8% | +1.9% | +3.4% |
| 3M | -3.7% | +5.1% | -8.8% | -5.9% |
| 6M | -1.2% | +8.8% | -10.0% | -5.7% |
| YTD | +2.4% | +14.8% | -12.4% | -5.0% |
| 1Y | +23.4% | +25.7% | -2.3% | +9.6% |
| 3Y | +96.7% | +27.5% | +69.2% | +69.9% |
| 5Y | -30.6% | +41.3% | -71.8% | -43.4% |
| All | -35.6% | +68.5% | -104.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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