-3.9%
ELF vs QS
-71.4%
+67.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +0.1% |
| 7D | -1.5% | +4.5% | -6.0% | -2.6% |
| 30D | +9.5% | -4.1% | +13.6% | +10.2% |
| 3M | +29.4% | -22.1% | +51.5% | +36.2% |
| 6M | +83.7% | -38.4% | +122.1% | +97.6% |
| YTD | +49.4% | -57.5% | +106.9% | +75.9% |
| 1Y | -3.9% | -71.3% | +67.4% | +40.6% |
| All | -3.9% | -71.4% | +67.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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