+580.2%
A vs EAT
+2,622.1%
-2,041.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.4% |
| 7D | +1.4% | -5.9% | +7.3% | +2.6% |
| 30D | +4.3% | +0.7% | +3.6% | +3.9% |
| 3M | +19.8% | -14.2% | +34.0% | +22.5% |
| 6M | +54.4% | +40.7% | +13.7% | +41.8% |
| YTD | +31.7% | +36.0% | -4.3% | +20.7% |
| 1Y | +22.4% | +83.1% | -60.6% | +5.1% |
| 3Y | +67.7% | +474.8% | -407.1% | +8.3% |
| 5Y | +15.7% | +347.6% | -331.9% | -24.5% |
| 10Y | +308.7% | +321.5% | -12.8% | +127.9% |
| All | +580.2% | +2,622.1% | -2,041.9% | +118.2% |
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 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