+357.2%
ELF vs QID
-99.0%
+456.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.1% |
| 7D | +6.3% | +1.8% | +4.5% | +7.7% |
| 30D | +8.5% | +21.6% | -13.1% | +19.1% |
| 3M | +24.4% | +12.6% | +11.8% | +32.6% |
| 6M | +94.7% | +6.9% | +87.8% | +105.8% |
| YTD | +55.9% | -20.5% | +76.4% | +46.7% |
| 1Y | +48.4% | -18.1% | +66.5% | +42.3% |
| 3Y | +24.6% | -70.7% | +95.3% | -10.3% |
| 5Y | +285.0% | -77.2% | +362.3% | +194.5% |
| 10Y | +357.2% | -99.0% | +456.2% | +72.3% |
| All | +357.2% | -99.0% | +456.2% | +72.3% |
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