+111.3%
ELF vs QSR
-1.8%
+113.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.7% |
| 7D | +3.4% | -3.9% | +7.3% | +4.6% |
| 30D | +5.0% | +5.9% | -0.9% | +3.0% |
| 3M | +22.6% | +1.7% | +20.9% | +22.7% |
| All | +111.3% | -1.8% | +113.0% | +118.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling