+248.0%
QCOM vs ELF
+357.0%
-109.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +3.3% | +5.4% | -2.0% | +2.4% |
| 30D | +7.7% | +27.0% | -19.3% | +3.1% |
| 3M | -30.1% | +113.2% | -143.3% | -39.3% |
| 6M | +22.8% | +36.6% | -13.7% | +14.5% |
| YTD | +0.2% | +44.2% | -44.0% | -8.0% |
| 1Y | +7.9% | -18.0% | +25.8% | +7.9% |
| 3Y | +55.8% | -19.9% | +75.8% | +45.5% |
| 5Y | +30.1% | +257.7% | -227.6% | -13.9% |
| All | +248.0% | +357.0% | -109.0% | +98.1% |
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 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