+133.5%
QLD vs ELF
+12.5%
+121.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.3% | -9.4% | -12.0% |
| 7D | -18.6% | -2.7% | -15.8% | -18.0% |
| 30D | -28.3% | +6.9% | -35.2% | -29.3% |
| 3M | -20.4% | +27.2% | -47.6% | -24.7% |
| 6M | -14.3% | +84.9% | -99.2% | -25.9% |
| YTD | +2.8% | +44.5% | -41.7% | -7.5% |
| 1Y | -1.2% | -6.8% | +5.6% | -3.8% |
| All | +133.5% | +12.5% | +121.0% | +108.6% |
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