+93.3%
QQQ vs ELV
-7.6%
+101.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | +1.3% | -6.1% | +7.4% | +1.5% |
| 6M | +18.1% | +42.8% | -24.7% | +16.3% |
| YTD | +16.9% | +14.4% | +2.5% | +15.8% |
| 1Y | +24.0% | +28.6% | -4.6% | +22.3% |
| All | +93.3% | -7.6% | +101.0% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling