+549.6%
QLD vs ELAN
-17.0%
+566.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.9% |
| 7D | +7.0% | +4.0% | +3.0% | +5.1% |
| 30D | -14.3% | +18.8% | -33.1% | -20.9% |
| 3M | -16.0% | +19.0% | -35.0% | -22.8% |
| 6M | -14.2% | +22.8% | -37.1% | -23.2% |
| YTD | +12.8% | +18.3% | -5.6% | +1.1% |
| 1Y | +14.1% | +21.8% | -7.7% | +0.6% |
| 3Y | +146.0% | +153.8% | -7.9% | +33.5% |
| 5Y | +82.0% | -18.9% | +100.9% | +85.4% |
| All | +549.6% | -17.0% | +566.6% | +502.5% |
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