+245.8%
QCOM vs ELF
+335.0%
-89.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | +4.3% | -2.3% | +1.3% |
| 30D | +1.2% | +7.7% | -6.5% | -0.1% |
| 3M | +9.1% | +24.7% | -15.6% | +4.6% |
| 6M | -25.0% | +114.6% | -139.6% | -35.3% |
| YTD | +4.8% | +55.8% | -50.9% | -5.2% |
| 1Y | +3.6% | +51.9% | -48.3% | -6.0% |
| 3Y | +51.5% | +24.6% | +26.9% | +30.4% |
| 5Y | +19.7% | +279.2% | -259.5% | -21.6% |
| 10Y | +245.8% | +338.7% | -92.9% | +92.4% |
| All | +245.8% | +335.0% | -89.2% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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