+176.1%
QLD vs EFX
-11.7%
+187.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +2.6% |
| 7D | +0.6% | -8.6% | +9.2% | +3.8% |
| 30D | -0.1% | +0.1% | -0.2% | -0.6% |
| 3M | -8.4% | +3.8% | -12.2% | -11.5% |
| 6M | +32.2% | -13.5% | +45.7% | +38.5% |
| YTD | +28.9% | -17.7% | +46.6% | +37.4% |
| 1Y | +43.8% | -25.6% | +69.4% | +60.4% |
| All | +176.1% | -11.7% | +187.8% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling