+308.7%
A vs EAT
+328.6%
-19.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.8% |
| 7D | +1.4% | -5.9% | +7.3% | +2.1% |
| 30D | +4.3% | +0.7% | +3.6% | +4.1% |
| 3M | +19.8% | -14.2% | +34.0% | +21.5% |
| 6M | +54.4% | +40.7% | +13.7% | +46.6% |
| YTD | +31.7% | +36.0% | -4.3% | +25.0% |
| 1Y | +22.4% | +83.1% | -60.6% | +11.7% |
| 3Y | +67.7% | +474.8% | -407.1% | +29.6% |
| 5Y | +15.7% | +347.6% | -331.9% | -10.4% |
| 10Y | +308.7% | +321.5% | -12.8% | +198.4% |
| All | +308.7% | +328.6% | -19.9% | +198.4% |
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