+1,351.8%
QLD vs EOG
+118.2%
+1,233.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.0% |
| 7D | -10.3% | -11.1% | +0.9% | -6.8% |
| 30D | -26.1% | +2.7% | -28.8% | -27.0% |
| 3M | -17.8% | +8.8% | -26.5% | -20.7% |
| 6M | -15.6% | +10.8% | -26.3% | -20.1% |
| YTD | +5.4% | +44.6% | -39.2% | -10.8% |
| 1Y | +5.2% | +44.6% | -39.4% | -11.1% |
| 3Y | +139.4% | +29.5% | +110.0% | +108.6% |
| 5Y | +66.7% | +96.3% | -29.6% | +20.3% |
| All | +1,351.8% | +118.2% | +1,233.7% | +844.1% |
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