+1,247.1%
QLD vs ELF
+357.7%
+889.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.3% | -9.4% | -11.8% |
| 7D | -18.6% | -2.7% | -15.8% | -17.8% |
| 30D | -28.3% | +6.9% | -35.2% | -29.6% |
| 3M | -20.4% | +27.2% | -47.6% | -26.1% |
| 6M | -14.3% | +84.9% | -99.2% | -29.5% |
| YTD | +2.8% | +44.5% | -41.7% | -10.9% |
| 1Y | -1.2% | -6.8% | +5.6% | -5.1% |
| 3Y | +135.3% | +14.2% | +121.1% | +86.0% |
| 5Y | +62.6% | +250.6% | -188.1% | -16.0% |
| 10Y | +1,384.3% | +318.0% | +1,066.3% | +503.5% |
| All | +1,247.1% | +357.7% | +889.4% | +448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling