+54.3%
QCOM vs ELF
-19.9%
+74.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +3.3% | +5.4% | -2.0% | +2.5% |
| 30D | +7.7% | +27.0% | -19.3% | +3.7% |
| 3M | -30.1% | +113.2% | -143.3% | -38.1% |
| 6M | +22.8% | +36.6% | -13.7% | +16.0% |
| YTD | +0.2% | +44.2% | -44.0% | -6.6% |
| 1Y | +7.9% | -18.0% | +25.8% | +8.6% |
| All | +54.3% | -19.9% | +74.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling