+7,443.4%
QLD vs EFX
+574.2%
+6,869.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +4.4% |
| 7D | -10.3% | +2.7% | -13.0% | -12.8% |
| 30D | -26.1% | +33.1% | -59.2% | -44.2% |
| 3M | -17.8% | +8.2% | -25.9% | -26.9% |
| 6M | -15.6% | +10.2% | -25.7% | -30.1% |
| YTD | +5.4% | -11.8% | +17.2% | +2.5% |
| 1Y | +5.2% | -6.1% | +11.3% | -4.0% |
| 3Y | +139.4% | +7.5% | +132.0% | +72.8% |
| 5Y | +66.7% | -30.7% | +97.4% | +88.5% |
| 10Y | +1,422.1% | +68.7% | +1,353.4% | +490.4% |
| All | +7,443.4% | +574.2% | +6,869.2% | +505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling