+261.4%
ELF vs QSR
+124.7%
+136.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -10.8% | -4.7% | -6.1% | -8.5% |
| 30D | +0.8% | +4.3% | -3.5% | -1.5% |
| 3M | +64.8% | +5.4% | +59.3% | +59.8% |
| 6M | +19.0% | +8.2% | +10.8% | +13.6% |
| YTD | +25.9% | +14.1% | +11.8% | +16.7% |
| 1Y | -28.8% | +28.1% | -56.9% | -38.4% |
| 3Y | -29.6% | +25.3% | -54.9% | -39.2% |
| 5Y | +216.2% | +40.4% | +175.9% | +155.8% |
| All | +261.4% | +124.7% | +136.7% | +129.1% |
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 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