+469.4%
ELF vs QS
-60.6%
+530.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.8% | +3.7% | -3.5% |
| 7D | +3.4% | -5.6% | +8.9% | +3.9% |
| 30D | +5.0% | -5.8% | +10.8% | +5.5% |
| 3M | +22.6% | -39.2% | +61.8% | +27.6% |
| 6M | +104.0% | -53.9% | +157.9% | +116.1% |
| YTD | +49.3% | -62.8% | +112.1% | +60.0% |
| 1Y | +46.0% | -73.5% | +119.5% | +60.5% |
| 3Y | +19.4% | -29.1% | +48.5% | +15.6% |
| 5Y | +262.0% | -90.0% | +352.0% | +267.1% |
| All | +469.4% | -60.6% | +530.0% | +491.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling