+4,476.5%
ETR vs EAT
+10,017.9%
-5,541.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.5% | -4.0% | +4.5% | +0.9% |
| 30D | +6.4% | -2.9% | +9.3% | +6.5% |
| 3M | +4.0% | -16.9% | +20.8% | +5.5% |
| 6M | -0.5% | +57.0% | -57.4% | -5.3% |
| YTD | +22.4% | +38.2% | -15.8% | +17.3% |
| 1Y | +19.9% | +69.3% | -49.4% | +12.4% |
| 3Y | +154.7% | +483.0% | -328.3% | +108.3% |
| 5Y | +158.1% | +364.1% | -206.1% | +110.4% |
| 10Y | +374.2% | +320.8% | +53.4% | +258.0% |
| All | +4,476.5% | +10,017.9% | -5,541.4% | +2,195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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