+292.8%
EAT vs RUN
-33.9%
+326.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -4.0% | -13.5% | +9.5% | -1.7% |
| 30D | -2.9% | +18.3% | -21.2% | -6.2% |
| 3M | -16.9% | -12.5% | -4.4% | -15.9% |
| 6M | +57.0% | -40.3% | +97.3% | +67.6% |
| YTD | +38.2% | -53.1% | +91.3% | +49.2% |
| 1Y | +69.3% | -54.3% | +123.5% | +83.0% |
| 3Y | +483.0% | -6.5% | +489.5% | +333.5% |
| 5Y | +364.1% | -85.3% | +449.4% | +368.1% |
| 10Y | +320.8% | +68.9% | +251.9% | +145.6% |
| All | +292.8% | -33.9% | +326.8% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling