+35.3%
D vs EAT
+373.3%
-338.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +0.7% |
| 7D | +0.8% | -4.9% | +5.7% | +1.0% |
| 30D | -0.7% | -1.2% | +0.5% | -0.8% |
| 3M | +2.1% | +52.2% | -50.2% | -0.2% |
| 6M | +6.8% | +65.0% | -58.2% | +3.8% |
| YTD | +16.5% | +55.0% | -38.5% | +13.5% |
| 1Y | +19.2% | +42.1% | -22.9% | +16.4% |
| 3Y | +61.9% | +614.7% | -552.8% | +43.1% |
| 5Y | +6.5% | +322.7% | -316.2% | -4.5% |
| 10Y | +35.3% | +382.0% | -346.8% | +24.5% |
| All | +35.3% | +373.3% | -338.0% | +24.5% |
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 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