+54.3%
AR vs EAT
+320.8%
-266.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +7.4% | -4.0% | +11.4% | +8.3% |
| 30D | +5.8% | -2.9% | +8.7% | +5.9% |
| 3M | +5.2% | -16.9% | +22.1% | +8.7% |
| 6M | +5.4% | +57.0% | -51.5% | -7.3% |
| YTD | +12.4% | +38.2% | -25.8% | +0.1% |
| 1Y | +12.8% | +69.3% | -56.5% | -5.2% |
| 3Y | +47.2% | +483.0% | -435.8% | -14.9% |
| 5Y | +101.1% | +364.1% | -263.0% | +16.4% |
| All | +54.3% | +320.8% | -266.5% | -10.5% |
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