+12.1%
QLD vs EQT
-11.7%
+23.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +12.5% | +3.4% | +9.1% | +12.5% |
| 30D | -15.7% | -3.5% | -12.2% | -15.7% |
| 3M | -11.9% | -2.8% | -9.1% | -12.0% |
| 6M | -10.3% | -5.5% | -4.7% | -9.9% |
| YTD | +15.6% | -1.1% | +16.7% | +13.8% |
| 1Y | +12.1% | -12.9% | +25.0% | +16.4% |
| All | +12.1% | -11.7% | +23.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling