+7,443.4%
QLD vs ELV
+675.0%
+6,768.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | -10.3% | +1.3% | -11.6% | -11.0% |
| 30D | -26.1% | +5.3% | -31.3% | -28.5% |
| 3M | -17.8% | +9.2% | -27.0% | -22.5% |
| 6M | -15.6% | +14.5% | -30.1% | -24.0% |
| YTD | +5.4% | +23.2% | -17.8% | -11.3% |
| 1Y | +5.2% | +38.0% | -32.8% | -17.9% |
| 3Y | +139.4% | -1.5% | +141.0% | +112.1% |
| 5Y | +66.7% | +8.5% | +58.2% | +35.6% |
| 10Y | +1,422.1% | +309.5% | +1,112.6% | +386.1% |
| All | +7,443.4% | +675.0% | +6,768.5% | +1,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling