+176.1%
QLD vs EFV
+91.7%
+84.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | +1.5% | -0.9% | -1.8% |
| 30D | -0.1% | +1.7% | -1.9% | -2.8% |
| 3M | -8.4% | +8.6% | -17.0% | -19.1% |
| 6M | +32.2% | +11.7% | +20.5% | +11.9% |
| YTD | +28.9% | +19.3% | +9.6% | -2.3% |
| 1Y | +43.8% | +30.2% | +13.6% | -5.3% |
| All | +176.1% | +91.7% | +84.4% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling