-71.3%
QID vs EAT
+476.7%
-548.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.7% |
| 7D | -7.1% | -4.0% | -3.2% | -8.0% |
| 30D | +12.6% | -2.9% | +15.5% | +12.3% |
| 3M | +14.2% | -16.9% | +31.1% | +9.8% |
| 6M | +6.2% | +57.0% | -50.8% | +22.3% |
| YTD | -21.8% | +38.2% | -60.0% | -11.7% |
| 1Y | -23.1% | +69.3% | -92.4% | -7.2% |
| 3Y | -71.3% | +483.0% | -554.3% | -51.3% |
| All | -71.3% | +476.7% | -548.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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