+293.6%
ELF vs QID
-99.1%
+392.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.8% |
| 7D | -1.2% | -2.7% | +1.6% | -2.3% |
| 30D | +5.9% | +1.8% | +4.1% | +6.8% |
| 3M | +99.5% | -2.2% | +101.7% | +100.2% |
| 6M | +26.5% | -32.1% | +58.7% | +9.4% |
| YTD | +37.2% | -28.6% | +65.8% | +22.0% |
| 1Y | -24.4% | -36.3% | +11.9% | -34.5% |
| 3Y | -23.3% | -74.4% | +51.1% | -48.0% |
| 5Y | +245.2% | -80.8% | +325.9% | +144.6% |
| All | +293.6% | -99.1% | +392.7% | +43.7% |
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