+41.9%
QLD vs EFV
+28.1%
+13.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.9% |
| 7D | +3.0% | +1.0% | +2.0% | +1.4% |
| 30D | -1.8% | +0.2% | -2.0% | -2.1% |
| 3M | -1.8% | +9.6% | -11.4% | -14.0% |
| 6M | +36.9% | +14.0% | +22.9% | +13.8% |
| YTD | +28.7% | +18.5% | +10.2% | -0.4% |
| 1Y | +41.9% | +27.9% | +14.0% | -2.8% |
| All | +41.9% | +28.1% | +13.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling