+367.4%
EAT vs RUN
+42.2%
+325.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -7.7% | -3.7% | -4.0% | -7.1% |
| 30D | -13.6% | -13.0% | -0.6% | -11.6% |
| 3M | +33.9% | -31.8% | +65.7% | +42.0% |
| 6M | +47.2% | -32.2% | +79.4% | +54.5% |
| YTD | +48.1% | -53.5% | +101.5% | +62.6% |
| 1Y | +33.7% | -46.5% | +80.2% | +40.8% |
| 3Y | +595.8% | -37.6% | +633.4% | +444.4% |
| 5Y | +314.4% | -80.9% | +395.2% | +287.8% |
| All | +367.4% | +42.2% | +325.2% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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