+338.3%
ELF vs QID
-98.9%
+437.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.3% | +4.6% |
| 7D | +4.0% | +9.4% | -5.4% | +8.6% |
| 30D | +10.6% | +31.2% | -20.7% | +25.2% |
| 3M | +25.8% | +17.4% | +8.4% | +36.3% |
| 6M | +89.1% | +8.4% | +80.6% | +100.6% |
| YTD | +52.7% | -15.8% | +68.5% | +47.2% |
| 1Y | +51.7% | -16.3% | +68.1% | +46.9% |
| 3Y | +14.2% | -70.4% | +84.6% | -17.4% |
| 5Y | +270.7% | -74.8% | +345.5% | +195.5% |
| 10Y | +341.9% | -99.0% | +440.9% | +69.0% |
| All | +338.3% | -98.9% | +437.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling