+4,316.7%
ETR vs EAT
+11,644.8%
-7,328.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +1.0% | +1.9% | -0.9% | +0.7% |
| 3M | -1.3% | +68.7% | -69.9% | -6.4% |
| 6M | +1.9% | +66.9% | -65.0% | -3.7% |
| YTD | +18.2% | +60.4% | -42.3% | +11.9% |
| 1Y | +24.7% | +44.0% | -19.3% | +18.9% |
| 3Y | +150.7% | +604.7% | -454.0% | +101.6% |
| 5Y | +127.0% | +347.0% | -220.0% | +86.0% |
| 10Y | +295.5% | +390.8% | -95.3% | +194.8% |
| All | +4,316.7% | +11,644.8% | -7,328.0% | +2,090.0% |
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