+1,631.1%
QLD vs EAT
+390.6%
+1,240.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | -0.1% | +1.9% | -2.0% | -1.2% |
| 3M | -8.4% | +68.7% | -77.0% | -22.9% |
| 6M | +32.2% | +66.9% | -34.7% | +10.3% |
| YTD | +28.9% | +60.4% | -31.5% | +8.3% |
| 1Y | +43.8% | +44.0% | -0.2% | +23.6% |
| 3Y | +176.6% | +604.7% | -428.1% | +38.4% |
| 5Y | +121.6% | +347.0% | -225.5% | +22.0% |
| All | +1,631.1% | +390.6% | +1,240.5% | +740.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling