+545.4%
QQQ vs ELF
+357.0%
+188.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +0.4% | +5.4% | -5.0% | -0.4% |
| 30D | +0.2% | +27.0% | -26.7% | -3.4% |
| 3M | -2.8% | +113.2% | -116.0% | -13.5% |
| 6M | +18.0% | +36.6% | -18.6% | +11.5% |
| YTD | +17.3% | +44.2% | -26.9% | +9.3% |
| 1Y | +25.6% | -18.0% | +43.6% | +25.3% |
| 3Y | +93.7% | -19.9% | +113.7% | +81.3% |
| 5Y | +94.2% | +257.7% | -163.5% | +36.4% |
| All | +545.4% | +357.0% | +188.4% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling