+273.9%
QLD vs EOSE
-81.3%
+355.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.0% | -1.2% | +5.8% |
| 7D | -1.4% | +6.8% | -8.3% | -2.3% |
| 30D | -19.6% | -25.4% | +5.8% | -17.0% |
| 3M | -14.1% | -54.7% | +40.6% | -6.6% |
| 6M | -13.6% | -76.5% | +62.9% | +0.7% |
| YTD | +12.5% | -83.6% | +96.1% | +32.3% |
| 1Y | +13.1% | -89.7% | +102.9% | +39.4% |
| 3Y | +154.7% | +38.7% | +116.0% | +104.8% |
| 5Y | +81.1% | -82.9% | +164.0% | +46.6% |
| All | +273.9% | -81.3% | +355.2% | +246.4% |
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