+318.7%
EAT vs QSR
+40.6%
+278.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -6.2% | -4.7% | -1.5% | -2.9% |
| 30D | -3.0% | +4.3% | -7.3% | -5.8% |
| 3M | +45.6% | +5.4% | +40.2% | +39.7% |
| 6M | +53.5% | +8.2% | +45.4% | +44.1% |
| YTD | +49.6% | +14.1% | +35.5% | +34.5% |
| 1Y | +38.9% | +28.1% | +10.8% | +14.3% |
| 3Y | +589.7% | +25.3% | +564.4% | +445.6% |
| 5Y | +318.7% | +40.4% | +278.3% | +172.0% |
| All | +318.7% | +40.6% | +278.1% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling