+578.0%
ELV vs QID
-100.0%
+678.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | -2.7% | +2.5% | -1.0% |
| 30D | +2.0% | +1.8% | +0.2% | +2.5% |
| 3M | -3.5% | -2.2% | -1.3% | -3.6% |
| 6M | +40.2% | -32.1% | +72.3% | +26.6% |
| YTD | +15.8% | -28.6% | +44.4% | +6.4% |
| 1Y | +33.2% | -36.3% | +69.5% | +18.7% |
| 3Y | -6.2% | -74.4% | +68.2% | -34.2% |
| 5Y | +16.4% | -80.8% | +97.2% | -18.0% |
| 10Y | +259.8% | -99.1% | +358.9% | +7.2% |
| All | +578.0% | -100.0% | +678.0% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling