+328.3%
QLD vs EOSE
-61.3%
+389.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.5% | -1.0% |
| 7D | +0.6% | +19.0% | -18.5% | -1.9% |
| 30D | -0.1% | +1.6% | -1.7% | -0.8% |
| 3M | -8.4% | -52.0% | +43.6% | -1.0% |
| 6M | +32.2% | -42.5% | +74.7% | +37.8% |
| YTD | +28.9% | -66.1% | +95.0% | +39.7% |
| 1Y | +43.8% | -47.1% | +91.0% | +45.0% |
| 3Y | +176.6% | +0.8% | +175.8% | +130.5% |
| 5Y | +121.6% | -71.7% | +193.2% | +67.8% |
| All | +328.3% | -61.3% | +389.6% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling