+216.9%
B vs EAT
+319.3%
-102.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -3.0% |
| 7D | -6.2% | -7.1% | +0.9% | -5.8% |
| 30D | -6.6% | -2.3% | -4.3% | -6.5% |
| 3M | -7.9% | -19.6% | +11.8% | -6.8% |
| 6M | -16.8% | +46.0% | -62.8% | -18.8% |
| YTD | -11.7% | +37.7% | -49.4% | -13.6% |
| 1Y | +3.5% | +73.8% | -70.3% | 0.0% |
| 3Y | +165.7% | +482.1% | -316.3% | +139.7% |
| 5Y | +108.4% | +362.5% | -254.1% | +87.5% |
| All | +216.9% | +319.3% | -102.3% | +179.3% |
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