+273.0%
ELF vs QID
-76.9%
+349.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +5.2% |
| 7D | +1.6% | -7.1% | +8.7% | -1.8% |
| 30D | +9.1% | +12.6% | -3.5% | +16.6% |
| 3M | +28.2% | +14.2% | +13.9% | +38.4% |
| 6M | +119.5% | +6.2% | +113.4% | +132.5% |
| YTD | +55.2% | -21.8% | +76.9% | +43.0% |
| 1Y | +58.6% | -23.1% | +81.7% | +45.5% |
| 3Y | +21.3% | -71.3% | +92.6% | -17.4% |
| All | +273.0% | -76.9% | +349.9% | +179.7% |
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 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