+7,595.3%
EW vs EAT
+2,409.4%
+5,185.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.3% |
| 7D | +6.5% | -8.9% | +15.4% | +7.8% |
| 30D | +22.5% | +3.4% | +19.1% | +21.7% |
| 3M | +13.0% | -9.3% | +22.3% | +14.0% |
| 6M | +37.1% | +43.8% | -6.7% | +29.1% |
| YTD | +24.1% | +39.9% | -15.7% | +16.5% |
| 1Y | +24.2% | +89.7% | -65.5% | +11.4% |
| 3Y | +64.8% | +491.3% | -426.5% | +21.3% |
| 5Y | -7.4% | +365.4% | -372.8% | -31.7% |
| 10Y | +248.8% | +325.9% | -77.1% | +130.6% |
| All | +7,595.3% | +2,409.4% | +5,185.9% | +4,776.1% |
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