+139.4%
QLD vs EAT
+486.0%
-346.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.2% |
| 7D | -10.3% | -2.6% | -7.6% | -9.6% |
| 30D | -26.1% | +11.5% | -37.5% | -28.1% |
| 3M | -17.8% | -9.1% | -8.6% | -16.5% |
| 6M | -15.6% | +40.4% | -56.0% | -24.5% |
| YTD | +5.4% | +43.9% | -38.6% | -7.5% |
| 1Y | +5.2% | +101.9% | -96.7% | -17.4% |
| 3Y | +139.4% | +489.9% | -350.4% | +49.0% |
| All | +139.4% | +486.0% | -346.6% | +49.0% |
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