+7,443.4%
QLD vs EOG
+636.7%
+6,806.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.8% |
| 7D | -10.3% | -11.1% | +0.9% | -5.1% |
| 30D | -26.1% | +2.7% | -28.8% | -27.4% |
| 3M | -17.8% | +8.8% | -26.5% | -22.1% |
| 6M | -15.6% | +10.8% | -26.3% | -22.1% |
| YTD | +5.4% | +44.6% | -39.2% | -16.5% |
| 1Y | +5.2% | +44.6% | -39.4% | -16.9% |
| 3Y | +139.4% | +29.5% | +110.0% | +96.4% |
| 5Y | +66.7% | +96.3% | -29.6% | +3.3% |
| 10Y | +1,422.1% | +122.4% | +1,299.6% | +608.5% |
| All | +7,443.4% | +636.7% | +6,806.7% | +1,313.0% |
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