+349.8%
EAT vs M
+3.7%
+346.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.1% | -9.6% | -4.7% |
| 7D | -3.9% | +2.5% | -6.5% | -5.1% |
| 30D | +5.0% | +10.1% | -5.1% | +0.7% |
| 3M | -9.6% | -0.9% | -8.7% | -10.1% |
| 6M | +46.8% | +30.2% | +16.6% | +29.4% |
| YTD | +41.8% | +16.3% | +25.5% | +29.7% |
| 1Y | +98.3% | +27.0% | +71.3% | +74.4% |
| 3Y | +503.1% | +154.5% | +348.6% | +256.6% |
| 5Y | +356.7% | -1.1% | +357.7% | +276.0% |
| 10Y | +349.8% | +0.5% | +349.3% | +108.2% |
| All | +349.8% | +3.7% | +346.1% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling