+23.0%
QQQ vs ELF
-28.2%
+51.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -0.6% | -11.6% | +11.1% | +0.5% |
| 30D | -1.2% | +4.6% | -5.9% | -1.7% |
| 3M | -0.2% | +59.7% | -59.9% | -4.5% |
| 6M | +17.9% | +21.2% | -3.3% | +15.2% |
| YTD | +16.6% | +27.4% | -10.8% | +12.8% |
| 1Y | +23.0% | -29.8% | +52.8% | +25.8% |
| All | +23.0% | -28.2% | +51.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling