+450.0%
ELF vs QS
-44.4%
+494.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.1% |
| 7D | +5.4% | -2.3% | +7.7% | +5.6% |
| 30D | +27.0% | -0.7% | +27.7% | +27.0% |
| 3M | +113.2% | -39.6% | +152.8% | +121.2% |
| 6M | +36.6% | -21.7% | +58.3% | +38.4% |
| YTD | +44.2% | -47.4% | +91.6% | +50.3% |
| 1Y | -18.0% | -28.4% | +10.4% | -17.3% |
| 3Y | -19.9% | -22.6% | +2.7% | -23.4% |
| 5Y | +257.7% | -75.6% | +333.3% | +249.4% |
| All | +450.0% | -44.4% | +494.4% | +455.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling