+9,127.5%
QLD vs EOG
+622.2%
+8,505.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +0.6% | +1.3% | -0.7% | -0.1% |
| 30D | -0.1% | +8.2% | -8.3% | -4.3% |
| 3M | -8.4% | +3.8% | -12.2% | -11.6% |
| 6M | +32.2% | +15.3% | +16.9% | +19.2% |
| YTD | +28.9% | +41.7% | -12.8% | +4.0% |
| 1Y | +43.8% | +23.6% | +20.3% | +23.8% |
| 3Y | +176.6% | +23.3% | +153.3% | +133.4% |
| 5Y | +121.6% | +170.4% | -48.9% | +15.6% |
| 10Y | +1,652.9% | +125.5% | +1,527.4% | +710.3% |
| All | +9,127.5% | +622.2% | +8,505.3% | +1,661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling