+1,351.8%
QLD vs EVRG
+121.0%
+1,230.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -10.3% | +1.9% | -12.1% | -11.4% |
| 30D | -26.1% | +9.0% | -35.1% | -30.1% |
| 3M | -17.8% | +6.3% | -24.1% | -21.2% |
| 6M | -15.6% | +9.9% | -25.5% | -21.4% |
| YTD | +5.4% | +23.8% | -18.4% | -9.7% |
| 1Y | +5.2% | +19.9% | -14.7% | -8.0% |
| 3Y | +139.4% | +94.3% | +45.2% | +47.4% |
| 5Y | +66.7% | +64.6% | +2.1% | +15.3% |
| All | +1,351.8% | +121.0% | +1,230.9% | +778.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling