+319.9%
EAT vs BR
+7.6%
+312.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -6.8% | -5.0% | -1.8% | -4.6% |
| 30D | -5.4% | -2.5% | -2.9% | -4.4% |
| 3M | +42.8% | +13.5% | +29.3% | +33.2% |
| 6M | +56.5% | -9.4% | +65.9% | +63.2% |
| YTD | +50.0% | -23.3% | +73.3% | +70.2% |
| 1Y | +38.3% | -31.6% | +69.9% | +68.4% |
| 3Y | +591.6% | -5.1% | +596.7% | +576.4% |
| All | +319.9% | +7.6% | +312.3% | +228.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling