+139.4%
QLD vs EOSE
-16.7%
+156.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.4% | +10.0% | +3.5% |
| 7D | -10.3% | -7.9% | -2.3% | -9.4% |
| 30D | -26.1% | -43.9% | +17.8% | -21.3% |
| 3M | -17.8% | -55.8% | +38.1% | -10.6% |
| 6M | -15.6% | -73.4% | +57.8% | -4.0% |
| YTD | +5.4% | -84.8% | +90.2% | +23.1% |
| 1Y | +5.2% | -88.6% | +93.9% | +25.5% |
| 3Y | +139.4% | -2.8% | +142.2% | +120.2% |
| All | +139.4% | -16.7% | +156.2% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling