+184.2%
QLD vs ELAN
+105.8%
+78.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -1.8% | +8.4% | -10.2% | -4.4% |
| 3M | -1.8% | +1.2% | -3.0% | -3.0% |
| 6M | +36.9% | +2.6% | +34.3% | +33.8% |
| YTD | +28.7% | +5.9% | +22.8% | +24.4% |
| 1Y | +41.9% | +25.8% | +16.1% | +29.8% |
| 3Y | +184.2% | +106.8% | +77.4% | +95.9% |
| All | +184.2% | +105.8% | +78.5% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling