+1,351.8%
QLD vs ELF
+337.1%
+1,014.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +0.9% |
| 7D | -10.3% | +4.0% | -14.3% | -11.2% |
| 30D | -26.1% | +10.6% | -36.6% | -28.2% |
| 3M | -17.8% | +25.8% | -43.6% | -23.4% |
| 6M | -15.6% | +89.1% | -104.6% | -31.1% |
| YTD | +5.4% | +52.7% | -47.4% | -10.2% |
| 1Y | +5.2% | +51.7% | -46.5% | -10.4% |
| 3Y | +139.4% | +14.2% | +125.2% | +89.4% |
| 5Y | +66.7% | +270.7% | -204.0% | -15.9% |
| All | +1,351.8% | +337.1% | +1,014.7% | +471.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling