+401.9%
ELF vs QS
-47.0%
+448.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.6% | -3.5% |
| 7D | -6.8% | -4.2% | -2.6% | -6.4% |
| 30D | +5.1% | -15.7% | +20.8% | +6.5% |
| 3M | +79.8% | -28.7% | +108.5% | +84.2% |
| 6M | +29.7% | -23.2% | +53.0% | +31.7% |
| YTD | +31.6% | -49.9% | +81.5% | +37.7% |
| 1Y | -27.9% | -38.8% | +10.9% | -26.3% |
| 3Y | -26.4% | -24.0% | -2.4% | -29.5% |
| 5Y | +235.6% | -75.6% | +311.2% | +228.9% |
| All | +401.9% | -47.0% | +448.9% | +409.4% |
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