+4,371.8%
EAT vs M
+396.5%
+3,975.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.4% |
| 7D | 0.0% | +4.7% | -4.7% | -1.7% |
| 30D | +1.9% | -9.6% | +11.5% | +5.6% |
| 3M | +68.7% | +0.9% | +67.8% | +66.8% |
| 6M | +66.9% | +22.3% | +44.6% | +52.6% |
| YTD | +60.4% | +6.5% | +53.9% | +53.5% |
| 1Y | +44.0% | +38.8% | +5.2% | +23.8% |
| 3Y | +604.7% | +115.9% | +488.8% | +370.8% |
| 5Y | +347.0% | +28.6% | +318.4% | +238.4% |
| 10Y | +390.8% | -2.5% | +393.3% | +233.7% |
| All | +4,371.8% | +396.5% | +3,975.3% | +1,446.1% |
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