+86.6%
QLD vs EFX
-30.1%
+116.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | +12.5% | -3.6% | +16.1% | +14.8% |
| 30D | -15.7% | +25.3% | -41.0% | -28.0% |
| 3M | -11.9% | +3.8% | -15.7% | -16.2% |
| 6M | -10.3% | +12.7% | -23.0% | -22.2% |
| YTD | +15.6% | -13.1% | +28.7% | +18.1% |
| 1Y | +12.1% | -9.3% | +21.5% | +10.3% |
| 3Y | +150.7% | +3.5% | +147.1% | +90.7% |
| 5Y | +86.6% | -30.6% | +117.2% | +109.5% |
| All | +86.6% | -30.1% | +116.7% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling