+11,671.2%
COST vs EAT
+11,250.4%
+420.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -3.2% | -4.9% | +1.7% | -2.4% |
| 30D | -4.0% | -1.2% | -2.8% | -3.9% |
| 3M | -6.5% | +52.2% | -58.7% | -12.5% |
| 6M | -8.5% | +65.0% | -73.6% | -16.2% |
| YTD | +6.0% | +55.0% | -49.0% | -2.2% |
| 1Y | -5.8% | +42.1% | -47.9% | -12.3% |
| 3Y | +71.8% | +614.7% | -542.9% | +20.5% |
| 5Y | +106.2% | +322.7% | -216.5% | +51.4% |
| 10Y | +602.0% | +382.0% | +220.0% | +339.7% |
| All | +11,671.2% | +11,250.4% | +420.7% | +2,857.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling