-3.9%
ELF vs QSR
+23.8%
-27.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -0.1% |
| 7D | -1.5% | +5.2% | -6.7% | -3.4% |
| 30D | +9.5% | +12.2% | -2.7% | +4.9% |
| 3M | +29.4% | +7.0% | +22.3% | +25.9% |
| 6M | +83.7% | -0.3% | +84.0% | +83.6% |
| YTD | +49.4% | +18.0% | +31.4% | +39.1% |
| 1Y | -3.9% | +22.6% | -26.6% | -8.1% |
| All | -3.9% | +23.8% | -27.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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