+5.2%
QLD vs EFX
-7.7%
+13.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.4% |
| 7D | -10.3% | +2.7% | -13.0% | -10.1% |
| 30D | -26.1% | +33.1% | -59.2% | -25.5% |
| 3M | -17.8% | +8.2% | -25.9% | -17.2% |
| 6M | -15.6% | +10.2% | -25.7% | -14.9% |
| YTD | +5.4% | -11.8% | +17.2% | +11.2% |
| 1Y | +5.2% | -6.1% | +11.3% | +10.6% |
| All | +5.2% | -7.7% | +13.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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