+273.7%
ELV vs QID
-99.2%
+372.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.1% |
| 7D | +3.2% | +1.3% | +1.9% | +3.5% |
| 30D | +5.4% | +2.9% | +2.4% | +6.1% |
| 3M | +5.4% | -0.7% | +6.1% | +5.6% |
| 6M | +45.7% | -29.7% | +75.4% | +35.2% |
| YTD | +21.2% | -27.9% | +49.1% | +13.3% |
| 1Y | +35.6% | -34.6% | +70.2% | +24.3% |
| 3Y | -2.0% | -73.5% | +71.5% | -26.6% |
| 5Y | +26.0% | -81.0% | +107.0% | -5.4% |
| All | +273.7% | -99.2% | +372.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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