+9,127.5%
QLD vs EVRG
+763.7%
+8,363.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +0.6% | +1.1% | -0.5% | -0.4% |
| 30D | -0.1% | -1.0% | +0.9% | +0.6% |
| 3M | -8.4% | +0.4% | -8.8% | -9.8% |
| 6M | +32.2% | -0.8% | +33.0% | +30.7% |
| YTD | +28.9% | +15.3% | +13.6% | +10.7% |
| 1Y | +43.8% | +17.9% | +25.9% | +20.6% |
| 3Y | +176.6% | +71.9% | +104.7% | +56.9% |
| 5Y | +121.6% | +45.3% | +76.3% | +45.5% |
| 10Y | +1,652.9% | +113.1% | +1,539.9% | +606.5% |
| All | +9,127.5% | +763.7% | +8,363.8% | +636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling