+338.7%
ELF vs QID
-99.1%
+437.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -2.0% |
| 7D | +4.3% | -1.1% | +5.4% | +4.4% |
| 30D | +7.7% | +14.4% | -6.6% | +15.2% |
| 3M | +24.7% | +6.7% | +18.0% | +29.8% |
| 6M | +114.6% | +2.6% | +112.1% | +123.0% |
| YTD | +55.8% | -24.2% | +80.0% | +43.8% |
| 1Y | +51.9% | -22.3% | +74.2% | +42.4% |
| 3Y | +24.6% | -72.0% | +96.6% | -12.1% |
| 5Y | +279.2% | -78.2% | +357.4% | +184.9% |
| 10Y | +338.7% | -99.1% | +437.8% | +61.4% |
| All | +338.7% | -99.1% | +437.8% | +61.4% |
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