+11.2%
QCOM vs ELF
+266.1%
-255.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.4% |
| 7D | +0.4% | +4.0% | -3.6% | -0.3% |
| 30D | -6.6% | +10.6% | -17.2% | -8.3% |
| 3M | +3.7% | +25.8% | -22.1% | -1.0% |
| 6M | -13.3% | +89.1% | -102.4% | -24.1% |
| YTD | -1.8% | +52.7% | -54.5% | -11.3% |
| 1Y | -2.5% | +51.7% | -54.2% | -12.0% |
| 3Y | +47.0% | +14.2% | +32.7% | +22.8% |
| All | +11.2% | +266.1% | -255.0% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling