+152.2%
QLD vs EFV
+91.1%
+61.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.4% |
| 7D | +12.5% | +0.7% | +11.8% | +11.2% |
| 30D | -15.7% | +2.0% | -17.7% | -18.1% |
| 3M | -11.9% | -1.6% | -10.3% | -9.4% |
| 6M | -10.3% | +5.8% | -16.0% | -17.2% |
| YTD | +15.6% | +15.6% | 0.0% | -7.8% |
| 1Y | +12.1% | +19.0% | -6.8% | -14.6% |
| All | +152.2% | +91.1% | +61.1% | -1.2% |
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 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