+146.0%
QLD vs ELAN
+150.7%
-4.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.8% |
| 7D | +7.0% | +4.0% | +3.0% | +5.7% |
| 30D | -14.3% | +18.8% | -33.1% | -18.7% |
| 3M | -16.0% | +19.0% | -35.0% | -20.6% |
| 6M | -14.2% | +22.8% | -37.1% | -20.3% |
| YTD | +12.8% | +18.3% | -5.6% | +5.2% |
| 1Y | +14.1% | +21.8% | -7.7% | +5.3% |
| 3Y | +146.0% | +153.8% | -7.9% | +70.1% |
| All | +146.0% | +150.7% | -4.8% | +70.1% |
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 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