+139.4%
QLD vs EVRG
+93.6%
+45.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.6% |
| 7D | -10.3% | +1.9% | -12.1% | -10.1% |
| 30D | -26.1% | +9.0% | -35.1% | -25.6% |
| 3M | -17.8% | +6.3% | -24.1% | -17.3% |
| 6M | -15.6% | +9.9% | -25.5% | -15.3% |
| YTD | +5.4% | +23.8% | -18.4% | +4.6% |
| 1Y | +5.2% | +19.9% | -14.7% | +4.9% |
| 3Y | +139.4% | +94.3% | +45.2% | +139.0% |
| All | +139.4% | +93.6% | +45.9% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling