+552.9%
QQQ vs EAT
+379.9%
+173.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.3% | -6.2% | +4.9% | -0.3% |
| 30D | -1.4% | -3.0% | +1.7% | -1.1% |
| 3M | +2.3% | +45.6% | -43.4% | -3.9% |
| 6M | +16.9% | +53.5% | -36.7% | +8.2% |
| YTD | +15.6% | +49.6% | -34.0% | +7.2% |
| 1Y | +22.6% | +38.9% | -16.3% | +14.4% |
| 3Y | +93.5% | +589.7% | -496.1% | +37.1% |
| 5Y | +93.9% | +318.7% | -224.8% | +42.8% |
| All | +552.9% | +379.9% | +173.0% | +333.9% |
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