+986.8%
QLD vs EQX
+243.0%
+743.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | -0.1% | +24.4% | -24.5% | -4.2% |
| 3M | -8.4% | +11.6% | -20.0% | -10.5% |
| 6M | +32.2% | -25.0% | +57.2% | +37.1% |
| YTD | +28.9% | -8.4% | +37.3% | +28.2% |
| 1Y | +43.8% | +43.4% | +0.4% | +31.7% |
| 3Y | +176.6% | +162.0% | +14.6% | +119.7% |
| 5Y | +121.6% | +70.1% | +51.4% | +75.5% |
| All | +986.8% | +243.0% | +743.8% | +1,131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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