+2,271.9%
D vs EAT
+11,644.8%
-9,372.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | 0.0% | +1.4% | +1.5% |
| 30D | -2.6% | +1.9% | -4.5% | -2.8% |
| 3M | 0.0% | +68.7% | -68.7% | -4.0% |
| 6M | +7.4% | +66.9% | -59.5% | +2.8% |
| YTD | +15.9% | +60.4% | -44.5% | +11.1% |
| 1Y | +18.1% | +44.0% | -25.9% | +14.0% |
| 3Y | +58.4% | +604.7% | -546.3% | +33.3% |
| 5Y | +5.2% | +347.0% | -341.8% | -10.2% |
| 10Y | +35.9% | +390.8% | -354.9% | +8.7% |
| All | +2,271.9% | +11,644.8% | -9,372.9% | +1,278.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling