+371.6%
ALL vs EAT
+320.8%
+50.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.0% | -4.0% | +9.0% | +5.5% |
| 30D | +13.3% | -2.9% | +16.2% | +13.5% |
| 3M | +3.2% | -16.9% | +20.1% | +5.2% |
| 6M | +25.3% | +57.0% | -31.6% | +17.3% |
| YTD | +30.5% | +38.2% | -7.7% | +23.1% |
| 1Y | +29.2% | +69.3% | -40.1% | +18.4% |
| 3Y | +119.1% | +483.0% | -363.9% | +62.6% |
| 5Y | +162.6% | +364.1% | -201.5% | +94.7% |
| All | +371.6% | +320.8% | +50.8% | +215.6% |
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