+382.0%
EAT vs M
-6.4%
+388.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.3% |
| 7D | -4.9% | +2.4% | -7.3% | -5.8% |
| 30D | -1.2% | -11.6% | +10.4% | +3.5% |
| 3M | +52.2% | +1.6% | +50.6% | +50.0% |
| 6M | +65.0% | +25.2% | +39.8% | +48.4% |
| YTD | +55.0% | +3.8% | +51.3% | +49.3% |
| 1Y | +42.1% | +36.3% | +5.7% | +21.3% |
| 3Y | +614.7% | +116.3% | +498.4% | +353.5% |
| 5Y | +322.7% | +28.2% | +294.6% | +206.0% |
| 10Y | +382.0% | -3.4% | +385.4% | +133.4% |
| All | +382.0% | -6.4% | +388.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling