+43.8%
QLD vs EOG
+24.8%
+19.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +1.1% |
| 30D | -0.1% | +8.2% | -8.3% | +3.1% |
| 3M | -8.4% | +3.8% | -12.2% | -5.5% |
| 6M | +32.2% | +15.3% | +16.9% | +36.7% |
| YTD | +28.9% | +41.7% | -12.8% | +33.9% |
| 1Y | +43.8% | +23.6% | +20.3% | +48.4% |
| All | +43.8% | +24.8% | +19.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling