+96.0%
QQQ vs EAT
+309.3%
-213.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | +1.0% | -6.8% | +7.8% | +2.3% |
| 30D | -0.6% | -5.4% | +4.7% | +0.1% |
| 3M | +1.3% | +42.8% | -41.4% | -6.2% |
| 6M | +18.1% | +56.5% | -38.4% | +6.5% |
| YTD | +16.9% | +50.0% | -33.1% | +5.9% |
| 1Y | +24.0% | +38.3% | -14.3% | +13.6% |
| 3Y | +95.6% | +591.6% | -496.0% | +16.7% |
| All | +96.0% | +309.3% | -213.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling