-90.9%
QS vs EAT
+363.9%
-454.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.5% | -5.3% |
| 7D | -14.0% | -4.0% | -10.0% | -12.7% |
| 30D | -6.4% | -2.9% | -3.5% | -5.6% |
| 3M | -40.3% | -16.9% | -23.4% | -36.3% |
| 6M | -57.5% | +57.0% | -114.5% | -65.8% |
| YTD | -64.7% | +38.2% | -102.9% | -70.5% |
| 1Y | -72.9% | +69.3% | -142.2% | -79.5% |
| 3Y | -33.5% | +483.0% | -516.4% | -78.9% |
| All | -90.9% | +363.9% | -454.9% | -97.2% |
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