+7,328.4%
EW vs EAT
+2,482.4%
+4,846.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +11.0% | -2.6% | +13.7% | +11.4% |
| 30D | +19.1% | +11.5% | +7.6% | +17.0% |
| 3M | +14.4% | -9.1% | +23.5% | +15.3% |
| 6M | +22.8% | +40.4% | -17.7% | +16.0% |
| YTD | +19.8% | +43.9% | -24.1% | +12.1% |
| 1Y | +23.9% | +101.9% | -78.0% | +10.1% |
| 3Y | +52.2% | +489.9% | -437.6% | +12.1% |
| 5Y | -13.9% | +362.6% | -376.6% | -36.4% |
| 10Y | +241.9% | +385.7% | -143.8% | +122.0% |
| All | +7,328.4% | +2,482.4% | +4,846.0% | +4,588.9% |
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