-24.4%
ELF vs QS
-44.4%
+20.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.2% |
| 7D | -1.2% | +2.2% | -3.4% | -1.5% |
| 30D | +5.9% | -8.1% | +14.0% | +7.1% |
| 3M | +99.5% | -27.0% | +126.5% | +105.8% |
| 6M | +26.5% | -16.4% | +43.0% | +27.6% |
| YTD | +37.2% | -46.4% | +83.5% | +43.8% |
| 1Y | -24.4% | -41.1% | +16.7% | -18.5% |
| All | -24.4% | -44.4% | +20.0% | -18.5% |
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