+265.3%
QCOM vs ELF
+373.0%
-107.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.1% |
| 7D | +13.0% | +3.4% | +9.7% | +12.3% |
| 30D | +0.2% | +5.0% | -4.8% | -0.6% |
| 3M | +9.2% | +22.6% | -13.4% | +5.0% |
| 6M | -15.0% | +104.0% | -119.0% | -25.9% |
| YTD | +5.2% | +49.3% | -44.1% | -4.2% |
| 1Y | +2.4% | +46.0% | -43.7% | -6.5% |
| 3Y | +52.0% | +19.4% | +32.6% | +31.9% |
| 5Y | +19.7% | +262.0% | -242.3% | -20.8% |
| 10Y | +246.9% | +320.5% | -73.6% | +96.5% |
| All | +265.3% | +373.0% | -107.8% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling