+3,799.0%
EAT vs M
+439.9%
+3,359.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | -8.9% | -3.3% | -5.6% | -8.0% |
| 30D | +3.4% | +8.1% | -4.7% | +0.1% |
| 3M | -9.3% | +2.2% | -11.5% | -10.8% |
| 6M | +43.8% | +35.1% | +8.7% | +26.2% |
| YTD | +39.9% | +15.8% | +24.0% | +28.9% |
| 1Y | +89.7% | +25.8% | +63.9% | +69.0% |
| 3Y | +491.3% | +156.2% | +335.0% | +268.7% |
| 5Y | +365.4% | -2.4% | +367.8% | +294.2% |
| 10Y | +325.9% | -7.1% | +333.0% | +192.4% |
| All | +3,799.0% | +439.9% | +3,359.1% | +1,198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling