+46.0%
ELF vs QID
-21.0%
+67.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.0% |
| 7D | +3.4% | -11.8% | +15.2% | -0.6% |
| 30D | +5.0% | +14.2% | -9.3% | +10.5% |
| 3M | +22.6% | +8.8% | +13.8% | +27.2% |
| 6M | +104.0% | +1.5% | +102.5% | +107.6% |
| YTD | +49.3% | -23.8% | +73.1% | +30.5% |
| 1Y | +46.0% | -22.0% | +68.0% | +30.9% |
| All | +46.0% | -21.0% | +67.1% | +30.9% |
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