+9,127.5%
QLD vs EQT
+294.5%
+8,832.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | -0.1% | +7.7% | -7.8% | -3.2% |
| 3M | -8.4% | +0.2% | -8.5% | -9.1% |
| 6M | +32.2% | -9.5% | +41.7% | +35.7% |
| YTD | +28.9% | +3.8% | +25.1% | +24.5% |
| 1Y | +43.8% | +7.8% | +36.1% | +36.0% |
| 3Y | +176.6% | +30.1% | +146.4% | +134.3% |
| 5Y | +121.6% | +188.6% | -67.0% | +23.0% |
| 10Y | +1,652.9% | +54.6% | +1,598.3% | +918.0% |
| All | +9,127.5% | +294.5% | +8,832.9% | +1,895.4% |
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 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