+356.1%
ALL vs EAT
+373.3%
-17.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.9% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | -4.7% | -1.2% | -3.5% | -4.7% |
| 3M | +18.4% | +52.2% | -33.9% | +11.8% |
| 6M | +20.5% | +65.0% | -44.5% | +11.9% |
| YTD | +23.5% | +55.0% | -31.5% | +15.3% |
| 1Y | +29.0% | +42.1% | -13.1% | +21.3% |
| 3Y | +153.7% | +614.7% | -461.0% | +83.5% |
| 5Y | +114.8% | +322.7% | -207.9% | +62.1% |
| 10Y | +356.1% | +382.0% | -25.9% | +203.4% |
| All | +356.1% | +373.3% | -17.2% | +203.4% |
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