+1,570.9%
QQQ vs EAT
+2,599.8%
-1,028.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.4% | 0.0% | +0.3% | +0.3% |
| 30D | +0.2% | +1.9% | -1.6% | -0.4% |
| 3M | -2.8% | +68.7% | -71.5% | -12.8% |
| 6M | +18.0% | +66.9% | -48.9% | +5.2% |
| YTD | +17.3% | +60.4% | -43.1% | +5.1% |
| 1Y | +25.6% | +44.0% | -18.4% | +14.1% |
| 3Y | +93.7% | +604.7% | -511.0% | +23.7% |
| 5Y | +94.2% | +347.0% | -252.9% | +30.6% |
| 10Y | +557.9% | +390.8% | +167.1% | +272.6% |
| All | +1,570.9% | +2,599.8% | -1,028.8% | +469.7% |
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 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