+911.5%
BE vs EAT
+397.4%
+514.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.1% |
| 7D | +20.0% | 0.0% | +20.0% | +20.0% |
| 30D | +7.9% | +1.9% | +6.0% | +6.8% |
| 3M | -13.2% | +68.7% | -81.9% | -34.2% |
| 6M | +53.5% | +66.9% | -13.4% | +17.4% |
| YTD | +191.0% | +60.4% | +130.6% | +126.0% |
| 1Y | +360.5% | +44.0% | +316.5% | +266.3% |
| 3Y | +1,568.0% | +604.7% | +963.3% | +447.2% |
| 5Y | +1,055.2% | +347.0% | +708.2% | +342.8% |
| All | +911.5% | +397.4% | +514.1% | +74.6% |
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