+146.0%
QLD vs EVRG
+104.1%
+41.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.4% |
| 7D | +7.0% | +1.4% | +5.6% | +7.2% |
| 30D | -14.3% | +7.4% | -21.7% | -13.7% |
| 3M | -16.0% | +7.2% | -23.2% | -15.4% |
| 6M | -14.2% | +9.5% | -23.7% | -13.8% |
| YTD | +12.8% | +25.6% | -12.8% | +12.2% |
| 1Y | +14.1% | +20.4% | -6.3% | +14.0% |
| 3Y | +146.0% | +108.8% | +37.1% | +139.6% |
| All | +146.0% | +104.1% | +41.9% | +139.6% |
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