+152.5%
QQQM vs ELF
+364.4%
-211.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.3% |
| 7D | +1.0% | -6.8% | +7.8% | +2.0% |
| 30D | -0.6% | +5.1% | -5.7% | -1.5% |
| 3M | +1.3% | +79.8% | -78.5% | -7.8% |
| 6M | +18.2% | +29.7% | -11.5% | +12.4% |
| YTD | +16.9% | +31.6% | -14.7% | +10.1% |
| 1Y | +24.0% | -27.9% | +52.0% | +26.4% |
| 3Y | +96.0% | -26.4% | +122.5% | +82.1% |
| 5Y | +95.2% | +235.6% | -140.4% | +7.8% |
| All | +152.5% | +364.4% | -211.9% | +36.6% |
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