+7,859.7%
QLD vs EQT
+273.0%
+7,586.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.9% |
| 7D | -3.8% | -3.8% | +0.1% | -2.2% |
| 30D | -20.5% | -1.3% | -19.3% | -20.3% |
| 3M | -14.6% | -3.5% | -11.1% | -13.8% |
| 6M | -14.7% | -6.5% | -8.2% | -13.5% |
| YTD | +11.2% | -1.8% | +13.0% | +9.4% |
| 1Y | +7.1% | -10.7% | +17.8% | +9.3% |
| 3Y | +141.1% | +38.5% | +102.6% | +99.2% |
| 5Y | +84.3% | +185.2% | -101.0% | +4.0% |
| 10Y | +1,450.1% | +59.6% | +1,390.5% | +768.8% |
| All | +7,859.7% | +273.0% | +7,586.7% | +1,654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling