+372.3%
EAT vs BG
+171.4%
+200.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -6.2% | +3.7% | -9.9% | -7.9% |
| 30D | -3.0% | +12.3% | -15.4% | -8.7% |
| 3M | +45.6% | -2.2% | +47.9% | +45.2% |
| 6M | +53.5% | +5.3% | +48.2% | +45.6% |
| YTD | +49.6% | +42.4% | +7.2% | +20.6% |
| 1Y | +38.9% | +55.2% | -16.3% | +5.5% |
| 3Y | +589.7% | +21.0% | +568.7% | +481.0% |
| 5Y | +318.7% | +87.1% | +231.5% | +143.2% |
| All | +372.3% | +171.4% | +200.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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