+146.0%
QLD vs ELF
+24.2%
+121.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.3% |
| 7D | +7.0% | +1.6% | +5.4% | +6.6% |
| 30D | -14.3% | +9.1% | -23.4% | -15.9% |
| 3M | -16.0% | +28.2% | -44.2% | -20.7% |
| 6M | -14.2% | +119.5% | -133.8% | -28.7% |
| YTD | +12.8% | +55.2% | -42.4% | -0.3% |
| 1Y | +14.1% | +58.6% | -44.5% | +0.2% |
| 3Y | +146.0% | +21.3% | +124.7% | +97.1% |
| All | +146.0% | +24.2% | +121.7% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling