+81.1%
QLD vs ELF
+284.3%
-203.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +6.0% |
| 7D | -1.4% | +7.8% | -9.3% | -3.5% |
| 30D | -19.6% | +9.3% | -28.8% | -21.7% |
| 3M | -14.1% | +21.2% | -35.3% | -19.3% |
| 6M | -13.6% | +96.1% | -109.7% | -30.9% |
| YTD | +12.5% | +57.0% | -44.4% | -5.6% |
| 1Y | +13.1% | +61.9% | -48.7% | -6.3% |
| 3Y | +154.7% | +20.0% | +134.7% | +75.8% |
| 5Y | +81.1% | +284.8% | -203.7% | -57.7% |
| All | +81.1% | +284.3% | -203.2% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling