+1,774.8%
EAT vs BG
+1,185.2%
+589.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.7% | -4.8% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | -1.2% | +15.0% | -16.2% | -6.0% |
| 3M | +52.2% | -0.7% | +52.9% | +51.1% |
| 6M | +65.0% | +7.5% | +57.5% | +58.2% |
| YTD | +55.0% | +41.6% | +13.4% | +35.0% |
| 1Y | +42.1% | +50.7% | -8.6% | +20.1% |
| 3Y | +614.7% | +20.3% | +594.4% | +540.2% |
| 5Y | +322.7% | +85.2% | +237.5% | +215.4% |
| 10Y | +382.0% | +160.6% | +221.4% | +211.0% |
| All | +1,774.8% | +1,185.2% | +589.6% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling