+91.6%
QQQM vs ELF
-30.3%
+122.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.6% |
| 7D | -1.3% | -10.8% | +9.6% | 0.0% |
| 30D | -1.4% | +0.8% | -2.2% | -1.6% |
| 3M | +2.2% | +64.8% | -62.6% | -3.7% |
| 6M | +16.9% | +19.0% | -2.1% | +13.8% |
| YTD | +15.7% | +25.9% | -10.3% | +11.3% |
| 1Y | +22.7% | -28.8% | +51.4% | +24.5% |
| All | +91.6% | -30.3% | +122.0% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling