+123.9%
QLD vs ELAN
-29.1%
+153.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | -1.8% | +8.4% | -10.2% | -5.4% |
| 3M | -1.8% | +1.2% | -3.0% | -3.5% |
| 6M | +36.9% | +2.6% | +34.3% | +32.2% |
| YTD | +28.7% | +5.9% | +22.8% | +22.2% |
| 1Y | +41.9% | +25.8% | +16.1% | +24.2% |
| 3Y | +184.2% | +106.8% | +77.4% | +71.5% |
| All | +123.9% | -29.1% | +153.0% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling