-75.6%
QS vs EAT
+310.8%
-386.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -5.4% |
| 7D | -4.2% | -6.8% | +2.6% | -1.6% |
| 30D | -15.7% | -5.4% | -10.3% | -14.3% |
| 3M | -28.7% | +42.8% | -71.4% | -39.0% |
| 6M | -23.2% | +56.5% | -79.7% | -37.9% |
| YTD | -49.9% | +50.0% | -99.9% | -58.8% |
| 1Y | -38.8% | +38.3% | -77.1% | -48.8% |
| 3Y | -24.0% | +591.6% | -615.7% | -76.1% |
| 5Y | -75.6% | +312.6% | -388.2% | -91.6% |
| All | -75.6% | +310.8% | -386.4% | -91.6% |
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