+122.1%
QLD vs EQT
+185.3%
-63.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -1.8% | +6.6% | -8.5% | -3.8% |
| 3M | -1.8% | +4.4% | -6.2% | -3.5% |
| 6M | +36.9% | -10.5% | +47.4% | +40.4% |
| YTD | +28.7% | +3.7% | +24.9% | +25.4% |
| 1Y | +41.9% | +9.9% | +32.0% | +35.1% |
| 3Y | +184.2% | +35.4% | +148.9% | +149.2% |
| 5Y | +122.1% | +189.2% | -67.1% | +63.3% |
| All | +122.1% | +185.3% | -63.2% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling