+7,443.4%
QLD vs EAT
+1,176.2%
+6,267.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.6% |
| 7D | -10.3% | -2.6% | -7.6% | -9.3% |
| 30D | -26.1% | +11.5% | -37.5% | -29.3% |
| 3M | -17.8% | -9.1% | -8.6% | -16.0% |
| 6M | -15.6% | +40.4% | -56.0% | -28.0% |
| YTD | +5.4% | +43.9% | -38.6% | -12.4% |
| 1Y | +5.2% | +101.9% | -96.7% | -23.8% |
| 3Y | +139.4% | +489.9% | -350.4% | +7.5% |
| 5Y | +66.7% | +362.6% | -295.9% | -20.8% |
| 10Y | +1,422.1% | +385.7% | +1,036.4% | +441.5% |
| All | +7,443.4% | +1,176.2% | +6,267.2% | +1,498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling