+642.6%
QLD vs ELAN
-24.0%
+666.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.6% | +1.6% | -1.1% | -0.2% |
| 30D | -0.1% | -6.6% | +6.4% | +2.2% |
| 3M | -8.4% | -0.8% | -7.5% | -9.0% |
| 6M | +32.2% | +0.2% | +32.0% | +28.7% |
| YTD | +28.9% | +8.3% | +20.6% | +20.6% |
| 1Y | +43.8% | +40.2% | +3.6% | +18.2% |
| 3Y | +176.6% | +97.7% | +78.9% | +69.4% |
| 5Y | +121.6% | -28.3% | +149.8% | +139.2% |
| All | +642.6% | -24.0% | +666.7% | +618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling