+56.8%
QQQI vs ELF
-39.0%
+95.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | -1.0% | -10.8% | +9.8% | -0.1% |
| 30D | -0.6% | +0.8% | -1.4% | -0.7% |
| 3M | +3.4% | +64.8% | -61.4% | -1.5% |
| 6M | +10.6% | +19.0% | -8.3% | +8.2% |
| YTD | +10.3% | +25.9% | -15.6% | +6.9% |
| 1Y | +16.3% | -28.8% | +45.1% | +17.6% |
| All | +56.8% | -39.0% | +95.8% | +51.4% |
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