-49.3%
COMP vs EAT
+176.1%
-225.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | 0.0% | -4.0% | +4.0% | +1.8% |
| 30D | +16.6% | -2.9% | +19.4% | +17.1% |
| 3M | -23.5% | -16.9% | -6.6% | -18.5% |
| 6M | +25.7% | +57.0% | -31.2% | -1.0% |
| YTD | -3.4% | +38.2% | -41.6% | -20.8% |
| 1Y | +7.6% | +69.3% | -61.7% | -20.2% |
| 3Y | +423.6% | +483.0% | -59.4% | +62.2% |
| 5Y | -10.6% | +364.1% | -374.7% | -72.5% |
| All | -49.3% | +176.1% | -225.4% | -82.7% |
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