+301.7%
ELF vs QSR
+137.6%
+164.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +1.6% | -2.9% | +4.5% | +3.2% |
| 30D | +9.1% | +4.1% | +5.0% | +6.7% |
| 3M | +28.2% | -0.7% | +28.8% | +28.2% |
| 6M | +119.5% | +0.4% | +119.1% | +117.6% |
| YTD | +55.2% | +13.5% | +41.6% | +43.6% |
| 1Y | +58.6% | +11.0% | +47.6% | +48.5% |
| 3Y | +21.3% | +22.0% | -0.7% | +5.8% |
| 5Y | +276.2% | +57.1% | +219.2% | +186.6% |
| All | +301.7% | +137.6% | +164.1% | +127.4% |
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