+121.0%
QLD vs ELF
+259.0%
-137.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | +0.6% | +5.4% | -4.8% | -1.0% |
| 30D | -0.1% | +27.0% | -27.1% | -7.5% |
| 3M | -8.4% | +113.2% | -121.6% | -28.0% |
| 6M | +32.2% | +36.6% | -4.4% | +17.6% |
| YTD | +28.9% | +44.2% | -15.3% | +11.2% |
| 1Y | +43.8% | -18.0% | +61.8% | +44.0% |
| 3Y | +176.6% | -19.9% | +196.5% | +132.1% |
| All | +121.0% | +259.0% | -137.9% | -47.1% |
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 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