-14.3%
QLD vs ELF
+76.3%
-90.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -28.8% |
| 3M | -20.4% | +27.2% | -47.6% | -23.4% |
| 6M | -14.3% | +84.9% | -99.2% | -22.3% |
| All | -14.3% | +76.3% | -90.6% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling