+146.0%
QLD vs EFX
+4.8%
+141.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +7.0% | -0.8% | +7.8% | +7.2% |
| 30D | -14.3% | +25.1% | -39.4% | -21.0% |
| 3M | -16.0% | +1.7% | -17.7% | -17.1% |
| 6M | -14.2% | +18.4% | -32.6% | -22.0% |
| YTD | +12.8% | -12.5% | +25.3% | +17.2% |
| 1Y | +14.1% | -8.1% | +22.1% | +15.0% |
| 3Y | +146.0% | +4.8% | +141.2% | +122.1% |
| All | +146.0% | +4.8% | +141.1% | +122.1% |
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