+803.7%
B vs EAT
+11,644.8%
-10,841.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | +1.9% | +7.6% | +9.3% |
| 3M | +5.0% | +68.7% | -63.7% | +2.8% |
| 6M | -3.5% | +66.9% | -70.4% | -5.6% |
| YTD | +4.5% | +60.4% | -56.0% | +2.3% |
| 1Y | +67.8% | +44.0% | +23.8% | +64.8% |
| 3Y | +196.7% | +604.7% | -408.0% | +174.2% |
| 5Y | +151.9% | +347.0% | -195.1% | +134.0% |
| 10Y | +202.2% | +390.8% | -188.6% | +170.0% |
| All | +803.7% | +11,644.8% | -10,841.0% | +605.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling