+122.1%
QLD vs EOSE
-68.2%
+190.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -1.6% |
| 7D | +3.0% | +41.4% | -38.5% | -2.0% |
| 30D | -1.8% | +3.6% | -5.4% | -2.9% |
| 3M | -1.8% | -35.7% | +33.9% | +2.6% |
| 6M | +36.9% | -29.9% | +66.7% | +39.3% |
| YTD | +28.7% | -62.5% | +91.2% | +38.0% |
| 1Y | +41.9% | -37.4% | +79.3% | +39.8% |
| 3Y | +184.2% | +55.8% | +128.4% | +121.7% |
| 5Y | +122.1% | -67.8% | +189.9% | +74.9% |
| All | +122.1% | -68.2% | +190.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling