+1,418.0%
QLD vs EOG
+120.7%
+1,297.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.5% |
| 7D | -1.4% | -6.0% | +4.6% | +0.6% |
| 30D | -19.6% | +0.9% | -20.4% | -20.0% |
| 3M | -14.1% | +10.9% | -25.0% | -17.8% |
| 6M | -13.6% | +15.8% | -29.4% | -19.4% |
| YTD | +12.5% | +45.8% | -33.3% | -5.0% |
| 1Y | +13.1% | +45.3% | -32.1% | -4.5% |
| 3Y | +154.7% | +36.2% | +118.6% | +118.2% |
| 5Y | +81.1% | +94.0% | -12.9% | +31.4% |
| 10Y | +1,418.0% | +120.5% | +1,297.5% | +884.9% |
| All | +1,418.0% | +120.7% | +1,297.3% | +884.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling