+1,502.1%
QLD vs EAT
+320.8%
+1,181.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | +7.0% | -4.0% | +11.0% | +8.3% |
| 30D | -14.3% | -2.9% | -11.4% | -13.8% |
| 3M | -16.0% | -16.9% | +0.9% | -12.0% |
| 6M | -14.2% | +57.0% | -71.2% | -27.0% |
| YTD | +12.8% | +38.2% | -25.4% | -1.6% |
| 1Y | +14.1% | +69.3% | -55.2% | -7.1% |
| 3Y | +146.0% | +483.0% | -337.0% | +29.9% |
| 5Y | +82.0% | +364.1% | -282.1% | -0.3% |
| All | +1,502.1% | +320.8% | +1,181.4% | +672.7% |
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