+776.0%
EAT vs BR
+1,481.8%
-705.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.6% |
| 30D | -2.9% | +14.4% | -17.3% | -10.2% |
| 3M | -16.9% | +12.4% | -29.3% | -22.6% |
| 6M | +57.0% | +35.4% | +21.5% | +29.8% |
| YTD | +38.2% | -12.2% | +50.4% | +44.3% |
| 1Y | +69.3% | -12.7% | +82.0% | +77.4% |
| 3Y | +483.0% | +14.3% | +468.7% | +414.6% |
| 5Y | +364.1% | +19.3% | +344.9% | +293.4% |
| 10Y | +320.8% | +278.1% | +42.7% | +76.6% |
| All | +776.0% | +1,481.8% | -705.9% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling