+48.4%
ELF vs QID
-19.3%
+67.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.3% |
| 7D | +6.3% | +1.8% | +4.5% | +7.3% |
| 30D | +8.5% | +21.6% | -13.1% | +16.6% |
| 3M | +24.4% | +12.6% | +11.8% | +30.6% |
| 6M | +94.7% | +6.9% | +87.8% | +101.8% |
| YTD | +55.9% | -20.5% | +76.4% | +37.9% |
| 1Y | +48.4% | -18.1% | +66.5% | +35.4% |
| All | +48.4% | -19.3% | +67.7% | +35.4% |
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 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