+659.9%
QLD vs EQH
+252.0%
+407.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +7.0% | +6.5% | +0.5% | +2.6% |
| 30D | -14.3% | +6.1% | -20.4% | -17.4% |
| 3M | -16.0% | +6.2% | -22.2% | -19.4% |
| 6M | -14.2% | +38.1% | -52.3% | -31.9% |
| YTD | +12.8% | +20.2% | -7.4% | -2.8% |
| 1Y | +14.1% | +27.6% | -13.5% | -5.9% |
| 3Y | +146.0% | +128.8% | +17.2% | +34.9% |
| 5Y | +82.0% | +83.1% | -1.1% | +16.9% |
| All | +659.9% | +252.0% | +407.9% | +197.8% |
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