+122.5%
QLD vs EQH
+93.8%
+28.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +1.1% | +0.8% | +1.0% |
| 30D | -1.8% | -1.1% | -0.7% | -1.2% |
| 3M | -0.1% | +25.0% | -25.1% | -17.3% |
| 6M | +32.6% | +33.9% | -1.3% | +2.3% |
| YTD | +27.9% | +11.6% | +16.3% | +13.8% |
| 1Y | +40.3% | +1.5% | +38.8% | +33.6% |
| 3Y | +182.5% | +96.7% | +85.8% | +45.0% |
| 5Y | +122.5% | +93.9% | +28.7% | +18.6% |
| All | +122.5% | +93.8% | +28.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling