+377.9%
EAT vs M
-4.2%
+382.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.1% |
| 7D | -2.6% | -4.3% | +1.6% | -0.9% |
| 30D | +11.5% | +1.3% | +10.2% | +10.7% |
| 3M | -9.1% | -7.4% | -1.7% | -7.0% |
| 6M | +40.4% | +18.3% | +22.1% | +28.7% |
| YTD | +43.9% | +7.6% | +36.4% | +36.0% |
| 1Y | +101.9% | +17.4% | +84.6% | +83.6% |
| 3Y | +489.9% | +108.4% | +381.5% | +279.6% |
| 5Y | +362.6% | -10.6% | +373.3% | +297.5% |
| All | +377.9% | -4.2% | +382.0% | +128.5% |
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