+1,646.5%
QLD vs EFV
+163.3%
+1,483.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +1.0% |
| 7D | +3.0% | +1.0% | +2.0% | +1.3% |
| 30D | -1.8% | +0.2% | -2.0% | -2.1% |
| 3M | -1.8% | +9.6% | -11.4% | -15.6% |
| 6M | +36.9% | +14.0% | +22.9% | +10.6% |
| YTD | +28.7% | +18.5% | +10.2% | -3.0% |
| 1Y | +41.9% | +27.9% | +14.0% | -5.9% |
| 3Y | +184.2% | +92.4% | +91.8% | -4.6% |
| 5Y | +122.1% | +97.2% | +24.9% | -24.7% |
| 10Y | +1,646.5% | +163.0% | +1,483.5% | +349.2% |
| All | +1,646.5% | +163.3% | +1,483.1% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling