+54.5%
AR vs EAT
+328.6%
-274.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.5% | +9.8% | +5.5% |
| 7D | -5.8% | -5.9% | +0.2% | -4.7% |
| 30D | +4.8% | +0.7% | +4.2% | +4.1% |
| 3M | +1.5% | -14.2% | +15.7% | +3.9% |
| 6M | +4.7% | +40.7% | -36.0% | -5.6% |
| YTD | +9.2% | +36.0% | -26.8% | -2.4% |
| 1Y | +11.2% | +83.1% | -71.9% | -8.6% |
| 3Y | +46.2% | +474.8% | -428.6% | -15.2% |
| 5Y | +98.1% | +347.6% | -249.5% | +15.6% |
| 10Y | +54.5% | +321.5% | -267.0% | -9.5% |
| All | +54.5% | +328.6% | -274.1% | -9.5% |
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