+107.7%
COST vs EAT
+313.1%
-205.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.2% | -7.7% | +6.5% | -0.3% |
| 30D | -4.7% | -13.6% | +8.9% | -3.2% |
| 3M | -7.1% | +33.9% | -41.0% | -10.2% |
| 6M | -8.5% | +47.2% | -55.7% | -13.1% |
| YTD | +5.4% | +48.1% | -42.7% | -0.1% |
| 1Y | -5.6% | +33.7% | -39.3% | -9.6% |
| 3Y | +68.5% | +595.8% | -527.3% | +23.1% |
| All | +107.7% | +313.1% | -205.4% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling