-100.0%
QID vs EAT
+1,362.3%
-1,462.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.1% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | 0.0% | +1.9% | -1.9% | +0.9% |
| 3M | +3.7% | +68.7% | -64.9% | +27.1% |
| 6M | -29.9% | +66.9% | -96.7% | -13.0% |
| YTD | -28.8% | +60.4% | -89.2% | -12.5% |
| 1Y | -37.2% | +44.0% | -81.2% | -25.3% |
| 3Y | -73.7% | +604.7% | -678.4% | -35.7% |
| 5Y | -80.7% | +347.0% | -427.8% | -52.6% |
| 10Y | -99.1% | +390.8% | -489.9% | -96.9% |
| All | -100.0% | +1,362.3% | -1,462.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling