+14.7%
QLD vs ELF
-3.2%
+17.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -9.4% | -1.5% | -7.8% | -9.1% |
| 30D | -17.1% | +9.5% | -26.6% | -18.3% |
| 3M | -10.4% | +29.4% | -39.8% | -14.3% |
| 6M | +0.7% | +83.7% | -83.0% | -9.3% |
| YTD | +17.7% | +49.4% | -31.7% | +8.2% |
| 1Y | +14.7% | -3.9% | +18.6% | +11.5% |
| All | +14.7% | -3.2% | +17.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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