-46.5%
COMP vs EAT
+183.3%
-229.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.3% |
| 7D | +14.5% | -3.9% | +18.5% | +16.5% |
| 30D | +14.9% | +5.0% | +9.9% | +11.5% |
| 3M | -14.2% | -9.6% | -4.6% | -12.4% |
| 6M | +23.7% | +46.8% | -23.0% | +0.5% |
| YTD | +2.1% | +41.8% | -39.7% | -17.3% |
| 1Y | +26.2% | +98.3% | -72.1% | -13.3% |
| 3Y | +470.9% | +503.1% | -32.2% | +74.0% |
| 5Y | -14.0% | +356.7% | -370.7% | -73.7% |
| All | -46.5% | +183.3% | -229.8% | -82.0% |
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