+14,219.4%
DE vs EAT
+10,017.9%
+4,201.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | +0.3% | -4.0% | +4.3% | +1.1% |
| 30D | +3.6% | -2.9% | +6.5% | +3.8% |
| 3M | +10.2% | -16.9% | +27.1% | +13.9% |
| 6M | +16.6% | +57.0% | -40.4% | +4.5% |
| YTD | +45.8% | +38.2% | +7.6% | +32.8% |
| 1Y | +43.9% | +69.3% | -25.4% | +25.1% |
| 3Y | +89.6% | +483.0% | -393.4% | +20.1% |
| 5Y | +100.3% | +364.1% | -263.8% | +26.9% |
| 10Y | +760.8% | +320.8% | +440.0% | +373.7% |
| All | +14,219.4% | +10,017.9% | +4,201.5% | +3,166.2% |
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