+14.7%
QLD vs EOSE
-85.5%
+100.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.6% | -10.7% | -0.2% |
| 7D | -9.4% | +9.7% | -19.1% | -10.9% |
| 30D | -17.1% | -34.6% | +17.5% | -12.0% |
| 3M | -10.4% | -50.8% | +40.4% | -1.5% |
| 6M | +0.7% | -66.5% | +67.2% | +15.5% |
| YTD | +17.7% | -81.3% | +99.1% | +38.6% |
| 1Y | +14.7% | -84.8% | +99.5% | +36.9% |
| All | +14.7% | -85.5% | +100.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling