+82.1%
QLD vs EOG
+112.7%
-30.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | +7.0% | +7.6% | -0.6% | +5.1% |
| 30D | -14.3% | +3.4% | -17.7% | -15.2% |
| 3M | -16.0% | +12.7% | -28.7% | -19.0% |
| 6M | -14.2% | +19.0% | -33.2% | -19.4% |
| YTD | +12.8% | +55.6% | -42.8% | -5.1% |
| 1Y | +14.1% | +49.5% | -35.5% | -2.7% |
| 3Y | +146.0% | +43.2% | +102.8% | +110.7% |
| All | +82.1% | +112.7% | -30.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling