+5.2%
QLD vs ELF
+29.9%
-24.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.4% |
| 7D | -10.3% | +4.0% | -14.3% | -10.9% |
| 30D | -26.1% | +10.6% | -36.6% | -27.4% |
| 3M | -17.8% | +25.8% | -43.6% | -21.3% |
| 6M | -15.6% | +89.1% | -104.6% | -25.5% |
| YTD | +5.4% | +52.7% | -47.4% | -6.2% |
| 1Y | +5.2% | +51.7% | -46.5% | -6.7% |
| All | +5.2% | +29.9% | -24.6% | -6.7% |
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