+154.7%
QLD vs EAT
+498.6%
-343.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.3% | +7.2% |
| 7D | -1.4% | -3.9% | +2.5% | -0.4% |
| 30D | -19.6% | +5.0% | -24.6% | -20.7% |
| 3M | -14.1% | -9.6% | -4.5% | -12.7% |
| 6M | -13.6% | +46.8% | -60.4% | -23.8% |
| YTD | +12.5% | +41.8% | -29.3% | -0.9% |
| 1Y | +13.1% | +98.3% | -85.1% | -10.9% |
| 3Y | +154.7% | +503.1% | -348.3% | +56.0% |
| All | +154.7% | +498.6% | -343.9% | +56.0% |
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 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