+41.8%
AR vs EAT
+373.3%
-331.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.1% |
| 7D | -1.8% | -4.9% | +3.1% | -0.7% |
| 30D | +12.6% | -1.2% | +13.8% | +12.5% |
| 3M | +10.0% | +52.2% | -42.2% | -1.2% |
| 6M | +0.6% | +65.0% | -64.4% | -12.7% |
| YTD | +13.4% | +55.0% | -41.6% | -0.8% |
| 1Y | +21.7% | +42.1% | -20.4% | +7.7% |
| 3Y | +45.8% | +614.7% | -568.9% | -19.1% |
| 5Y | +144.3% | +322.7% | -178.5% | +47.1% |
| 10Y | +41.8% | +382.0% | -340.2% | -20.4% |
| All | +41.8% | +373.3% | -331.5% | -20.4% |
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