+3,716.0%
ALL vs EAT
+3,100.1%
+615.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -1.5% | +1.9% | -3.4% | -2.1% |
| 3M | +23.6% | +68.7% | -45.0% | +11.2% |
| 6M | +22.3% | +66.9% | -44.6% | +9.1% |
| YTD | +26.5% | +60.4% | -33.9% | +13.2% |
| 1Y | +27.0% | +44.0% | -17.0% | +15.3% |
| 3Y | +149.6% | +604.7% | -455.1% | +57.2% |
| 5Y | +118.1% | +347.0% | -228.9% | +43.2% |
| 10Y | +369.0% | +390.8% | -21.8% | +155.5% |
| All | +3,716.0% | +3,100.1% | +615.9% | +993.2% |
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