+1,351.8%
QLD vs ELV
+303.6%
+1,048.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -10.3% | +1.3% | -11.6% | -10.8% |
| 30D | -26.1% | +5.3% | -31.3% | -28.1% |
| 3M | -17.8% | +9.2% | -27.0% | -21.7% |
| 6M | -15.6% | +14.5% | -30.1% | -22.7% |
| YTD | +5.4% | +23.2% | -17.8% | -8.8% |
| 1Y | +5.2% | +38.0% | -32.8% | -14.8% |
| 3Y | +139.4% | -1.5% | +141.0% | +118.0% |
| 5Y | +66.7% | +8.5% | +58.2% | +39.2% |
| All | +1,351.8% | +303.6% | +1,048.2% | +658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling