+603.0%
EAT vs QSR
+25.0%
+577.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -6.2% | -4.7% | -1.5% | -3.8% |
| 30D | -3.0% | +4.3% | -7.3% | -5.0% |
| 3M | +45.6% | +5.4% | +40.2% | +41.4% |
| 6M | +53.5% | +8.2% | +45.4% | +47.0% |
| YTD | +49.6% | +14.1% | +35.5% | +39.0% |
| 1Y | +38.9% | +28.1% | +10.8% | +21.8% |
| All | +603.0% | +25.0% | +577.9% | +498.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling