+367.4%
EAT vs BR
+189.7%
+177.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -7.7% | -3.0% | -4.7% | -6.2% |
| 30D | -13.6% | -0.3% | -13.3% | -13.6% |
| 3M | +33.9% | +17.3% | +16.6% | +22.0% |
| 6M | +47.2% | -6.7% | +53.9% | +50.8% |
| YTD | +48.1% | -23.4% | +71.5% | +67.4% |
| 1Y | +33.7% | -32.7% | +66.4% | +63.0% |
| 3Y | +595.8% | -5.9% | +601.7% | +587.9% |
| 5Y | +314.4% | +8.4% | +305.9% | +268.2% |
| All | +367.4% | +189.7% | +177.7% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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