+321.5%
EAT vs M
-3.0%
+324.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -5.9% | +5.0% | -10.9% | -7.9% |
| 30D | +0.7% | +10.6% | -10.0% | -3.7% |
| 3M | -14.2% | +1.6% | -15.8% | -15.5% |
| 6M | +40.7% | +30.8% | +9.9% | +23.8% |
| YTD | +36.0% | +16.9% | +19.1% | +24.1% |
| 1Y | +83.1% | +26.3% | +56.8% | +61.3% |
| 3Y | +474.8% | +158.6% | +316.2% | +237.6% |
| 5Y | +347.6% | +2.1% | +345.5% | +263.5% |
| 10Y | +321.5% | -4.3% | +325.9% | +96.2% |
| All | +321.5% | -3.0% | +324.6% | +96.2% |
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