+257.8%
QCOM vs ELF
+393.8%
-136.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +5.5% | +6.3% | -0.8% | +4.5% |
| 30D | -1.1% | +8.5% | -9.6% | -2.5% |
| 3M | +7.6% | +24.4% | -16.8% | +3.2% |
| 6M | -20.1% | +94.7% | -114.8% | -29.9% |
| YTD | +3.0% | +55.9% | -52.8% | -6.8% |
| 1Y | +3.2% | +48.4% | -45.2% | -5.9% |
| 3Y | +48.9% | +24.6% | +24.2% | +28.3% |
| 5Y | +21.1% | +285.0% | -264.0% | -20.7% |
| 10Y | +242.8% | +357.2% | -114.4% | +91.6% |
| All | +257.8% | +393.8% | -136.0% | +100.6% |
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