+200.5%
B vs EAT
+375.0%
-174.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | +11.3% | -3.9% | +15.2% | +11.6% |
| 30D | +2.9% | +5.0% | -2.0% | +2.6% |
| 3M | -2.9% | -9.6% | +6.8% | -2.4% |
| 6M | -1.2% | +46.8% | -48.0% | -3.5% |
| YTD | -1.3% | +41.8% | -43.1% | -3.6% |
| 1Y | +30.4% | +98.3% | -67.9% | +25.3% |
| 3Y | +195.3% | +503.1% | -307.8% | +166.5% |
| 5Y | +146.2% | +356.7% | -210.4% | +122.0% |
| 10Y | +200.5% | +349.8% | -149.3% | +139.0% |
| All | +200.5% | +375.0% | -174.5% | +139.0% |
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