+14,609.3%
DE vs EAT
+11,644.8%
+2,964.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | +13.3% | +1.9% | +11.4% | +12.7% |
| 3M | +17.5% | +68.7% | -51.2% | +4.7% |
| 6M | +13.6% | +66.9% | -53.3% | +0.5% |
| YTD | +49.8% | +60.4% | -10.6% | +33.1% |
| 1Y | +47.9% | +44.0% | +3.9% | +33.3% |
| 3Y | +72.5% | +604.7% | -532.2% | +5.4% |
| 5Y | +90.2% | +347.0% | -256.8% | +22.1% |
| 10Y | +865.4% | +390.8% | +474.6% | +416.8% |
| All | +14,609.3% | +11,644.8% | +2,964.5% | +3,171.5% |
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