+22.8%
QCOM vs ELF
+33.4%
-10.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | +3.3% | +5.4% | -2.0% | +3.1% |
| 30D | +7.7% | +27.0% | -19.3% | +6.9% |
| 3M | -30.1% | +113.2% | -143.3% | -29.4% |
| 6M | +22.8% | +36.6% | -13.7% | +26.4% |
| All | +22.8% | +33.4% | -10.5% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling