+347.2%
ELF vs QSR
+130.1%
+217.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.3% | +4.5% | +1.8% | +3.8% |
| 30D | +8.5% | +9.4% | -0.9% | +3.4% |
| 3M | +24.4% | +7.5% | +16.9% | +19.4% |
| 6M | +94.7% | -0.8% | +95.6% | +94.5% |
| YTD | +55.9% | +16.9% | +39.0% | +42.2% |
| 1Y | +48.4% | +16.3% | +32.1% | +35.7% |
| 3Y | +24.6% | +25.3% | -0.7% | +7.5% |
| 5Y | +285.0% | +60.4% | +224.7% | +191.7% |
| 10Y | +357.2% | +139.2% | +218.0% | +183.0% |
| All | +347.2% | +130.1% | +217.2% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling