+14.2%
ELF vs QS
-30.4%
+44.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +5.2% |
| 7D | +4.0% | +5.4% | -1.4% | +3.3% |
| 30D | +10.6% | -5.3% | +15.9% | +11.2% |
| 3M | +25.8% | -22.6% | +48.4% | +29.6% |
| 6M | +89.1% | -46.2% | +135.2% | +101.5% |
| YTD | +52.7% | -58.9% | +111.7% | +66.7% |
| 1Y | +51.7% | -73.1% | +124.8% | +73.3% |
| 3Y | +14.2% | -27.2% | +41.4% | +1.6% |
| All | +14.2% | -30.4% | +44.6% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling