+916.8%
EAT vs BR
+1,321.0%
-404.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.5% |
| 7D | 0.0% | -5.3% | +5.3% | +3.0% |
| 30D | +1.9% | +6.4% | -4.6% | -1.9% |
| 3M | +68.7% | +13.6% | +55.0% | +55.1% |
| 6M | +66.9% | -6.7% | +73.6% | +70.3% |
| YTD | +60.4% | -21.1% | +81.5% | +78.5% |
| 1Y | +44.0% | -29.6% | +73.6% | +71.5% |
| 3Y | +604.7% | -2.4% | +607.1% | +581.7% |
| 5Y | +347.0% | +11.2% | +335.8% | +294.1% |
| 10Y | +390.8% | +191.8% | +199.0% | +139.2% |
| All | +916.8% | +1,321.0% | -404.2% | +59.8% |
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 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