+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 all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -3.6% | +1.9% | -5.4% | -3.8% |
| 3M | -1.0% | +68.7% | -69.7% | -4.9% |
| 6M | +6.3% | +66.9% | -60.6% | +1.8% |
| YTD | +14.7% | +60.4% | -45.7% | +10.0% |
| 1Y | +16.9% | +44.0% | -27.1% | +12.8% |
| 3Y | +56.8% | +604.7% | -547.9% | +31.9% |
| 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 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