+1,450.1%
QLD vs ELF
+357.0%
+1,093.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.8% | +6.3% | -10.1% | -5.4% |
| 30D | -20.5% | +8.5% | -29.0% | -22.4% |
| 3M | -14.6% | +24.4% | -39.1% | -20.2% |
| 6M | -14.7% | +94.7% | -109.4% | -31.0% |
| YTD | +11.2% | +55.9% | -44.7% | -5.8% |
| 1Y | +7.1% | +48.4% | -41.3% | -8.1% |
| 3Y | +141.1% | +24.6% | +116.5% | +85.6% |
| 5Y | +84.3% | +285.0% | -200.7% | -8.0% |
| 10Y | +1,450.1% | +357.2% | +1,092.8% | +507.4% |
| All | +1,450.1% | +357.0% | +1,093.0% | +507.4% |
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