+216.5%
QCOM vs ELF
+337.1%
-120.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.5% |
| 7D | +0.4% | +4.0% | -3.6% | -0.2% |
| 30D | -6.6% | +10.6% | -17.2% | -8.2% |
| 3M | +3.7% | +25.8% | -22.1% | -0.7% |
| 6M | -13.3% | +89.1% | -102.4% | -23.6% |
| YTD | -1.8% | +52.7% | -54.5% | -10.9% |
| 1Y | -2.5% | +51.7% | -54.2% | -11.6% |
| 3Y | +47.0% | +14.2% | +32.7% | +28.6% |
| 5Y | +13.1% | +270.7% | -257.6% | -25.6% |
| All | +216.5% | +337.1% | -120.6% | +76.1% |
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