+291.9%
C vs EAT
+392.1%
-100.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +0.1% | +1.9% | -1.8% | -0.8% |
| 3M | +2.4% | +68.7% | -66.2% | -12.6% |
| 6M | +24.9% | +66.9% | -42.0% | +5.9% |
| YTD | +19.8% | +60.4% | -40.6% | +2.3% |
| 1Y | +44.9% | +44.0% | +0.9% | +26.4% |
| 3Y | +263.0% | +604.7% | -341.7% | +88.6% |
| 5Y | +129.5% | +347.0% | -217.5% | +27.9% |
| All | +291.9% | +392.1% | -100.3% | +69.6% |
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 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