+82.1%
QLD vs EFV
+93.2%
-11.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -3.1% |
| 7D | +7.0% | +2.5% | +4.5% | +2.5% |
| 30D | -14.3% | +2.9% | -17.2% | -18.3% |
| 3M | -16.0% | -1.4% | -14.6% | -13.8% |
| 6M | -14.2% | +5.5% | -19.8% | -21.4% |
| YTD | +12.8% | +16.1% | -3.3% | -13.0% |
| 1Y | +14.1% | +20.3% | -6.2% | -17.4% |
| 3Y | +146.0% | +90.4% | +55.5% | -22.5% |
| All | +82.1% | +93.2% | -11.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling