+367.4%
EAT vs MKTX
+5.0%
+362.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -7.7% | -0.2% | -7.5% | -7.7% |
| 30D | -13.6% | +0.7% | -14.3% | -13.7% |
| 3M | +33.9% | +40.8% | -6.9% | +23.5% |
| 6M | +47.2% | -8.0% | +55.2% | +48.7% |
| YTD | +48.1% | -8.7% | +56.8% | +49.4% |
| 1Y | +33.7% | -11.8% | +45.5% | +35.7% |
| 3Y | +595.8% | -24.0% | +619.8% | +598.2% |
| 5Y | +314.4% | -60.3% | +374.7% | +388.8% |
| All | +367.4% | +5.0% | +362.4% | +344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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