+286.6%
ELF vs QSR
+137.8%
+148.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.4% |
| 7D | +3.4% | -3.9% | +7.3% | +5.5% |
| 30D | +5.0% | +5.9% | -0.9% | +1.7% |
| 3M | +22.6% | +1.7% | +20.9% | +21.1% |
| 6M | +104.0% | -1.9% | +105.8% | +104.7% |
| YTD | +49.3% | +13.6% | +35.7% | +38.1% |
| 1Y | +46.0% | +13.1% | +32.9% | +35.3% |
| 3Y | +19.4% | +21.8% | -2.4% | +4.2% |
| 5Y | +262.0% | +57.2% | +204.8% | +175.7% |
| All | +286.6% | +137.8% | +148.7% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling