+275.1%
ELF vs QID
-74.8%
+349.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.3% | +4.5% |
| 7D | +4.0% | +9.4% | -5.4% | +9.1% |
| 30D | +10.6% | +31.2% | -20.7% | +27.0% |
| 3M | +25.8% | +17.4% | +8.4% | +37.5% |
| 6M | +89.1% | +8.4% | +80.6% | +101.5% |
| YTD | +52.7% | -15.8% | +68.5% | +45.6% |
| 1Y | +51.7% | -16.3% | +68.1% | +45.3% |
| 3Y | +14.2% | -70.4% | +84.6% | -21.0% |
| All | +275.1% | -74.8% | +349.9% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling