+312.6%
EAT vs RUN
-80.3%
+392.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.3% | -2.7% |
| 7D | -6.8% | -1.8% | -5.0% | -6.6% |
| 30D | -5.4% | -10.8% | +5.5% | -4.3% |
| 3M | +42.8% | -30.2% | +72.9% | +47.9% |
| 6M | +56.5% | -22.3% | +78.8% | +58.9% |
| YTD | +50.0% | -52.2% | +102.2% | +59.0% |
| 1Y | +38.3% | -45.1% | +83.4% | +42.9% |
| 3Y | +591.6% | -37.1% | +628.7% | +492.2% |
| 5Y | +312.6% | -80.3% | +392.9% | +280.5% |
| All | +312.6% | -80.3% | +392.9% | +280.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling