+125.6%
EW vs EAT
+370.1%
-244.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -5.1% | -6.8% | +1.7% | -4.1% |
| 30D | -6.4% | -5.4% | -1.0% | -5.8% |
| 3M | -1.6% | +42.8% | -44.3% | -6.9% |
| 6M | +2.3% | +56.5% | -54.2% | -5.2% |
| YTD | +1.1% | +50.0% | -48.9% | -6.0% |
| 1Y | +8.0% | +38.3% | -30.3% | +1.2% |
| 3Y | +16.3% | +591.6% | -575.3% | -18.4% |
| 5Y | -29.4% | +312.6% | -342.0% | -48.3% |
| 10Y | +125.6% | +381.4% | -255.8% | +44.3% |
| All | +125.6% | +370.1% | -244.5% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling