+1,628.2%
QLD vs ELV
+276.4%
+1,351.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +0.6% | +3.3% | -2.7% | -1.1% |
| 30D | -0.1% | +4.2% | -4.3% | -2.2% |
| 3M | -8.4% | -0.1% | -8.3% | -9.5% |
| 6M | +32.2% | +41.3% | -9.0% | +9.0% |
| YTD | +28.9% | +17.4% | +11.5% | +14.8% |
| 1Y | +43.8% | +35.1% | +8.8% | +17.8% |
| 3Y | +176.6% | -3.2% | +179.8% | +153.7% |
| 5Y | +121.6% | +15.6% | +106.0% | +75.4% |
| All | +1,628.2% | +276.4% | +1,351.9% | +679.5% |
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