+767.3%
QLD vs EQH
+226.5%
+540.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +1.0% |
| 7D | +3.0% | +5.4% | -2.5% | -0.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.8% |
| 3M | -1.8% | +26.7% | -28.5% | -17.2% |
| 6M | +36.9% | +34.4% | +2.5% | +9.8% |
| YTD | +28.7% | +11.5% | +17.2% | +16.6% |
| 1Y | +41.9% | +0.4% | +41.5% | +36.8% |
| 3Y | +184.2% | +96.5% | +87.7% | +71.8% |
| 5Y | +122.1% | +93.4% | +28.8% | +38.6% |
| All | +767.3% | +226.5% | +540.8% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling