+139.4%
QLD vs EFV
+84.2%
+55.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +4.7% |
| 7D | -10.3% | -0.7% | -9.6% | -9.2% |
| 30D | -26.1% | +0.9% | -26.9% | -27.0% |
| 3M | -17.8% | -3.6% | -14.2% | -12.8% |
| 6M | -15.6% | +2.5% | -18.1% | -18.3% |
| YTD | +5.4% | +13.2% | -7.8% | -13.1% |
| 1Y | +5.2% | +20.3% | -15.1% | -21.4% |
| 3Y | +139.4% | +84.9% | +54.5% | -0.4% |
| All | +139.4% | +84.2% | +55.2% | -0.4% |
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