+325.0%
QLD vs EOSE
-58.6%
+383.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | +1.9% | +15.0% | -13.1% | 0.0% |
| 30D | -1.8% | +2.5% | -4.3% | -2.7% |
| 3M | -0.1% | -33.7% | +33.6% | +3.8% |
| 6M | +32.6% | -32.7% | +65.3% | +35.5% |
| YTD | +27.9% | -63.8% | +91.7% | +37.4% |
| 1Y | +40.3% | -40.5% | +80.8% | +39.4% |
| 3Y | +182.5% | +50.4% | +132.1% | +124.3% |
| 5Y | +122.5% | -68.6% | +191.1% | +66.5% |
| All | +325.0% | -58.6% | +383.6% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling