+196.7%
EXC vs EAT
+320.8%
-124.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.4% | -4.0% | +5.4% | +1.8% |
| 30D | +8.6% | -2.9% | +11.5% | +8.7% |
| 3M | +2.4% | -16.9% | +19.3% | +4.1% |
| 6M | +6.5% | +57.0% | -50.5% | +0.7% |
| YTD | +9.0% | +38.2% | -29.1% | +3.8% |
| 1Y | +4.6% | +69.3% | -64.7% | -2.9% |
| 3Y | +33.5% | +483.0% | -449.5% | +2.1% |
| 5Y | +41.4% | +364.1% | -322.7% | +7.7% |
| All | +196.7% | +320.8% | -124.1% | +97.7% |
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 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