+40.3%
QLD vs ELAN
+23.9%
+16.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.1% |
| 7D | +1.9% | -4.6% | +6.5% | +3.3% |
| 30D | -1.8% | +5.7% | -7.5% | -3.8% |
| 3M | -0.1% | -3.9% | +3.8% | +0.1% |
| 6M | +32.6% | -1.6% | +34.2% | +30.4% |
| YTD | +27.9% | +4.1% | +23.8% | +23.4% |
| 1Y | +40.3% | +25.5% | +14.7% | +26.7% |
| All | +40.3% | +23.9% | +16.3% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling