+274.7%
QLD vs EOSE
-81.0%
+355.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -3.2% |
| 7D | +7.0% | +9.8% | -2.8% | +5.6% |
| 30D | -14.3% | -2.1% | -12.3% | -14.6% |
| 3M | -16.0% | -54.1% | +38.1% | -8.9% |
| 6M | -14.2% | -76.9% | +62.7% | +0.1% |
| YTD | +12.8% | -83.3% | +96.1% | +32.0% |
| 1Y | +14.1% | -87.4% | +101.5% | +37.1% |
| 3Y | +146.0% | +61.9% | +84.1% | +93.7% |
| 5Y | +82.0% | -82.1% | +164.1% | +46.5% |
| All | +274.7% | -81.0% | +355.6% | +245.7% |
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