-73.7%
QID vs EAT
+587.9%
-661.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | -0.3% |
| 7D | -1.9% | -6.8% | +4.9% | -3.6% |
| 30D | +1.7% | -5.4% | +7.1% | +0.6% |
| 3M | -3.9% | +42.8% | -46.7% | +6.6% |
| 6M | -30.0% | +56.5% | -86.5% | -19.3% |
| YTD | -28.2% | +50.0% | -78.2% | -17.8% |
| 1Y | -35.6% | +38.3% | -73.9% | -28.0% |
| All | -73.7% | +587.9% | -661.5% | -51.6% |
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