+286.6%
ELF vs QID
-99.1%
+385.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -3.9% |
| 7D | +3.4% | -11.8% | +15.2% | -1.9% |
| 30D | +5.0% | +14.2% | -9.3% | +12.2% |
| 3M | +22.6% | +8.8% | +13.8% | +28.7% |
| 6M | +104.0% | +1.5% | +102.5% | +111.0% |
| YTD | +49.3% | -23.8% | +73.1% | +38.1% |
| 1Y | +46.0% | -22.0% | +68.0% | +37.1% |
| 3Y | +19.4% | -71.9% | +91.3% | -15.7% |
| 5Y | +262.0% | -77.6% | +339.6% | +174.6% |
| All | +286.6% | -99.1% | +385.6% | +23.6% |
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