-3.9%
ELF vs QID
-21.1%
+17.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.1% |
| 7D | -1.5% | +9.8% | -11.3% | +2.6% |
| 30D | +9.5% | +18.9% | -9.4% | +18.6% |
| 3M | +29.4% | +9.6% | +19.8% | +35.5% |
| 6M | +83.7% | -7.8% | +91.5% | +72.6% |
| YTD | +49.4% | -23.3% | +72.8% | +23.3% |
| 1Y | -3.9% | -22.0% | +18.1% | -14.9% |
| All | -3.9% | -21.1% | +17.2% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling