-44.6%
QS vs EAT
+499.4%
-544.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | -0.7% | +1.9% | -2.6% | -1.9% |
| 3M | -39.6% | +68.7% | -108.3% | -51.5% |
| 6M | -21.7% | +66.9% | -88.6% | -37.7% |
| YTD | -47.4% | +60.4% | -107.8% | -57.5% |
| 1Y | -28.4% | +44.0% | -72.4% | -40.7% |
| 3Y | -22.6% | +604.7% | -627.3% | -72.6% |
| 5Y | -75.6% | +347.0% | -422.6% | -90.5% |
| All | -44.6% | +499.4% | -544.0% | -70.5% |
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