+313.8%
ELF vs QSR
+135.5%
+178.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +5.4% | +2.4% | +2.9% | +4.0% |
| 30D | +27.0% | +7.6% | +19.4% | +22.0% |
| 3M | +113.2% | +12.6% | +100.6% | +99.6% |
| 6M | +36.6% | +14.4% | +22.2% | +26.5% |
| YTD | +44.2% | +19.6% | +24.6% | +30.3% |
| 1Y | -18.0% | +33.9% | -51.9% | -30.8% |
| 3Y | -19.9% | +27.1% | -47.0% | -31.4% |
| 5Y | +257.7% | +48.5% | +209.2% | +180.9% |
| All | +313.8% | +135.5% | +178.4% | +155.8% |
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