+40.3%
QLD vs EOSE
-40.1%
+80.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.1% |
| 7D | +1.9% | +15.0% | -13.1% | -0.5% |
| 30D | -1.8% | +2.5% | -4.3% | -2.8% |
| 3M | -0.1% | -33.7% | +33.6% | +4.3% |
| 6M | +32.6% | -32.7% | +65.3% | +36.1% |
| YTD | +27.9% | -63.8% | +91.7% | +37.5% |
| 1Y | +40.3% | -40.5% | +80.8% | +38.5% |
| All | +40.3% | -40.1% | +80.3% | +38.5% |
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