+1,542.6%
QLD vs EAT
+319.3%
+1,223.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.2% |
| 7D | +12.5% | -7.1% | +19.6% | +14.9% |
| 30D | -15.7% | -2.3% | -13.4% | -15.4% |
| 3M | -11.9% | -19.6% | +7.7% | -6.8% |
| 6M | -10.3% | +46.0% | -56.3% | -22.0% |
| YTD | +15.6% | +37.7% | -22.1% | +1.0% |
| 1Y | +12.1% | +73.8% | -61.7% | -9.4% |
| 3Y | +150.7% | +482.1% | -331.4% | +32.5% |
| 5Y | +86.6% | +362.5% | -275.8% | +2.3% |
| All | +1,542.6% | +319.3% | +1,223.3% | +693.0% |
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