+207.5%
C vs EAT
+325.9%
-118.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.8% |
| 7D | -0.4% | -8.9% | +8.5% | +2.2% |
| 30D | -5.3% | +3.4% | -8.7% | -6.7% |
| 3M | -8.0% | -9.3% | +1.3% | -6.5% |
| 6M | -0.3% | +43.8% | -44.0% | -11.9% |
| YTD | +8.6% | +39.9% | -31.2% | -4.3% |
| 1Y | +25.8% | +89.7% | -63.9% | +0.8% |
| 3Y | +221.2% | +491.3% | -270.1% | +74.6% |
| 5Y | +113.6% | +365.4% | -251.9% | +16.6% |
| All | +207.5% | +325.9% | -118.3% | +43.5% |
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