+3,912.4%
EAT vs M
+401.4%
+3,511.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.2% |
| 7D | -2.6% | -4.3% | +1.6% | -1.0% |
| 30D | +11.5% | +1.3% | +10.2% | +10.8% |
| 3M | -9.1% | -7.4% | -1.7% | -7.1% |
| 6M | +40.4% | +18.3% | +22.1% | +29.6% |
| YTD | +43.9% | +7.6% | +36.4% | +36.7% |
| 1Y | +101.9% | +17.4% | +84.6% | +85.0% |
| 3Y | +489.9% | +108.4% | +381.5% | +298.1% |
| 5Y | +362.6% | -10.6% | +373.3% | +305.5% |
| 10Y | +385.7% | -3.2% | +388.9% | +229.8% |
| All | +3,912.4% | +401.4% | +3,511.0% | +1,276.2% |
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 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