-6.1%
ELF vs Q
+75.8%
-81.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.3% | +4.0% | +2.3% | +5.4% |
| 30D | +8.5% | -2.3% | +10.8% | +8.6% |
| 3M | +24.4% | -7.9% | +32.4% | +25.5% |
| 6M | +94.7% | -16.0% | +110.7% | +95.0% |
| YTD | +55.9% | +51.7% | +4.2% | +11.5% |
| 1Y | +48.4% | +28.3% | +20.1% | +30.3% |
| All | -6.1% | +75.8% | -81.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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