+372.4%
EAT vs QSR
+211.0%
+161.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -1.2% | +5.9% | -7.1% | -5.5% |
| 3M | +52.2% | +10.5% | +41.8% | +40.2% |
| 6M | +65.0% | +7.7% | +57.3% | +54.4% |
| YTD | +55.0% | +16.8% | +38.2% | +35.7% |
| 1Y | +42.1% | +30.9% | +11.2% | +13.4% |
| 3Y | +614.7% | +28.2% | +586.5% | +459.2% |
| 5Y | +322.7% | +45.0% | +277.8% | +199.4% |
| 10Y | +382.0% | +127.3% | +254.7% | +160.1% |
| All | +372.4% | +211.0% | +161.4% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling