+367.4%
EAT vs QSR
+135.2%
+232.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.6% |
| 7D | -7.7% | -4.0% | -3.7% | -4.3% |
| 30D | -13.6% | +2.8% | -16.3% | -15.7% |
| 3M | +33.9% | +5.1% | +28.8% | +27.2% |
| 6M | +47.2% | +8.8% | +38.4% | +35.0% |
| YTD | +48.1% | +14.8% | +33.2% | +28.6% |
| 1Y | +33.7% | +25.7% | +8.0% | +6.5% |
| 3Y | +595.8% | +27.5% | +568.2% | +418.9% |
| 5Y | +314.4% | +41.3% | +273.1% | +178.0% |
| All | +367.4% | +135.2% | +232.2% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling