+679.1%
QLD vs EQH
+249.1%
+430.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +12.5% | +5.1% | +7.4% | +8.8% |
| 30D | -15.7% | +4.7% | -20.4% | -18.0% |
| 3M | -11.9% | +7.2% | -19.2% | -16.0% |
| 6M | -10.3% | +38.9% | -49.2% | -29.1% |
| YTD | +15.6% | +19.2% | -3.6% | +0.2% |
| 1Y | +12.1% | +25.5% | -13.4% | -6.4% |
| 3Y | +150.7% | +125.2% | +25.5% | +39.0% |
| 5Y | +86.6% | +81.6% | +5.0% | +20.5% |
| All | +679.1% | +249.1% | +430.0% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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