+245.2%
ELF vs QSR
+46.1%
+199.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +5.9% | +5.9% | 0.0% | +2.1% |
| 3M | +99.5% | +10.5% | +89.1% | +87.0% |
| 6M | +26.5% | +7.7% | +18.8% | +19.9% |
| YTD | +37.2% | +16.8% | +20.4% | +23.2% |
| 1Y | -24.4% | +30.9% | -55.3% | -37.8% |
| 3Y | -23.3% | +28.2% | -51.5% | -38.3% |
| 5Y | +245.2% | +45.0% | +200.2% | +130.5% |
| All | +245.2% | +46.1% | +199.1% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling