+146.0%
QLD vs EOG
+43.2%
+102.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +7.0% | +7.6% | -0.6% | +6.0% |
| 30D | -14.3% | +3.4% | -17.7% | -14.8% |
| 3M | -16.0% | +12.7% | -28.7% | -17.8% |
| 6M | -14.2% | +19.0% | -33.2% | -17.7% |
| YTD | +12.8% | +55.6% | -42.8% | -5.4% |
| 1Y | +14.1% | +49.5% | -35.5% | -2.6% |
| 3Y | +146.0% | +43.2% | +102.8% | +116.2% |
| All | +146.0% | +43.2% | +102.7% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling