-47.7%
QS vs EAT
+458.9%
-506.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -5.0% | -6.2% | +1.2% | -2.6% |
| 30D | -18.3% | -3.0% | -15.3% | -17.7% |
| 3M | -26.0% | +45.6% | -71.6% | -36.9% |
| 6M | -24.0% | +53.5% | -77.6% | -37.6% |
| YTD | -50.3% | +49.6% | -99.9% | -58.8% |
| 1Y | -38.0% | +38.9% | -76.9% | -48.0% |
| 3Y | -24.6% | +589.7% | -614.3% | -73.2% |
| 5Y | -75.4% | +318.7% | -394.1% | -90.1% |
| All | -47.7% | +458.9% | -506.6% | -71.4% |
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