+9,127.5%
QLD vs EFX
+529.6%
+8,597.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +5.9% |
| 7D | +0.6% | -8.6% | +9.2% | +8.5% |
| 30D | -0.1% | +0.1% | -0.2% | -1.4% |
| 3M | -8.4% | +3.8% | -12.2% | -16.2% |
| 6M | +32.2% | -13.5% | +45.7% | +39.5% |
| YTD | +28.9% | -17.7% | +46.6% | +38.4% |
| 1Y | +43.8% | -25.6% | +69.4% | +66.1% |
| 3Y | +176.6% | -12.1% | +188.7% | +149.5% |
| 5Y | +121.6% | -33.8% | +155.4% | +168.7% |
| 10Y | +1,652.9% | +45.1% | +1,607.8% | +725.9% |
| All | +9,127.5% | +529.6% | +8,597.9% | +716.6% |
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 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