+77.5%
QQQ vs ELF
+272.3%
-194.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.8% |
| 7D | +3.6% | +1.6% | +2.0% | +3.4% |
| 30D | -6.7% | +9.1% | -15.8% | -8.0% |
| 3M | -7.0% | +28.2% | -35.2% | -10.7% |
| 6M | -4.7% | +119.5% | -124.2% | -16.2% |
| YTD | +11.1% | +55.2% | -44.1% | +1.8% |
| 1Y | +12.3% | +58.6% | -46.3% | +2.4% |
| 3Y | +83.3% | +21.3% | +62.0% | +51.2% |
| All | +77.5% | +272.3% | -194.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling