+636.9%
QLD vs ELAN
-27.0%
+663.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.2% |
| 7D | +1.9% | -4.6% | +6.5% | +4.1% |
| 30D | -1.8% | +5.7% | -7.5% | -4.6% |
| 3M | -0.1% | -3.9% | +3.8% | +0.5% |
| 6M | +32.6% | -1.6% | +34.2% | +30.1% |
| YTD | +27.9% | +4.1% | +23.8% | +21.9% |
| 1Y | +40.3% | +25.5% | +14.7% | +21.6% |
| 3Y | +182.5% | +103.2% | +79.3% | +69.5% |
| 5Y | +122.5% | -29.8% | +152.3% | +142.3% |
| All | +636.9% | -27.0% | +663.9% | +626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling